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In the core of longevity risk: hidden dependence in stochastic mortality models and cut-offs in prices of longevity swaps

Stéphane Loisel

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Date: 2007-05
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Published in Conférence ASMDA (Applied Stochastic Models and Data Analysis), May 2007, Chania, Greece

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Working Paper: In the core of longevity risk: hidden dependence in stochastic mortality models and cut‐offs in prices of longevity swaps (2008)
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