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Mortality intensity - PowerPoint PPT Presentation

1. introduction 2. A valuation approach for guaranteed annuity options

The fair valuation problem of guaranteed annuity options: The stochastic mortality environment case Laura Ballotta ,Steven Haberman. 1. introduction 2. A valuation approach for guaranteed annuity options 3. A stochastic approach to mortality risk: the basic model and its extensions

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Mortality intensity - PowerPoint PPT Presentation

1. introduction 2. A valuation approach for guaranteed annuity options