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  • Longevity Risk Pricing
    Longevity Risk Pricing This paper proposes a new method to price the longevity risk premia in order to tackle the pricing obstacle. Based on the equivalent utility pricing principle, our method ...

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    • Authors: Jiajia Cui
    • Date: Jan 2008
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Demography>Longevity; Health & Disability>Health risks; Reinsurance>Financial reinsurance; Reinsurance>Pricing - Reinsurance
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