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Pricing S-forwards via the Risk Margin under Solvency II

Authors :
Levantesi, S
Menzietti, Massimiliano
Torri, T.
Publication Year :
2011

Subjects

Subjects :
Longevity risk
S-forwards
Risk Margin

Details

Language :
English
Database :
OpenAIRE
Accession number :
edsair.od......3666..1ede283b4be37223e380dec8f872a12e

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Authors Abstract Subjects Details