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November 2000 Society of Actuaries COURSE 5 MORNING SESSION APPLICATION OF BASIC ACTUARIAL PRINCIPLES SECTION AâWRITTEN ANSWER COURSE 5: November 2000 - 2 - GO TO NEXT PAGE…

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Documents Longevity Bonds or Securitizing Longevity Dr. Rodolfo Wehrhahn, ACLI.

Longevity Bonds or Securitizing Longevity Dr. Rodolfo Wehrhahn, ACLI Copyright American Council of Life Insurers 2005 Contents Should I care about longevity risk? How does…

Documents HDD and CDD Option Pricing with Market Price of Weather Risk for Taiwan

HDD and CDD Option Pricing with Market Price of Weather Risk for Taiwan Hung-Hsi Huang Yung-Ming Shiu Pei-Syun Lin The Journal of Futures Markets Vol. 28, No. 8, 790–814…