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Indifference fee rate for variable annuities

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Simultaneous Calibration to a Range of Portfolio Credit Derivatives with a Dynamic Discrete-Time Multi-Step Markov Loss Model

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Persistent link: https://www.econbiz.de/10013153488

Simultaneous calibration to a range of portfolio credit derivatives with a dynamic discrete-time multi-step Markov loss model

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Pricing temperature derivatives under weather forecasts

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