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Lunch seminar “Longevity Risk: Pricing, Hedging and Capital Market Solutions”

by Jorge Miguel Bravo (University of Evora)

01/04/2009 h 12:30

Collegio Carlo Alberto

The following papers address parts of the subject:

Pricing Longevity Bonds Using Affine-Jump Diffusion Models

Perspective Lifetables: Life Insurance Pricing and Hedging with Dynamic Mortality

 

Please register for participation by e-mail (maero@cerp.unito.it), or phone (0116705040).

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CeRP

Piazza Arbarello 8
10122 Torino
Italy

P. +39 011 6705040

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