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Pricing q-forward contracts: an evaluation of estimation window and pricing method under different mortality models |
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| Authors: | Pauline M. Barrieu Luitgard A.M. Veraart |
| Affiliation: | 1. Department of Statistics, London School of Economics and Political Science, London, UK.;2. Department of Mathematics, London School of Economics and Political Science, London, UK. |
| Abstract: | |
| Keywords: | longevity risk q-forward model uncertainty estimation window pricing method |