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Longevity Risk in Fair Valuing Level 3 Assets in Securitised Portfolios

Geneva Papers on Risk and Insurance: Issues and Practice - Germany
doi 10.1057/gpp.2011.25
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Abstract

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Categories
ManagementFinanceBusinessEconomicsAccountingEconometrics
Date

October 1, 2011

Authors
Peter Macrae MazonasPatrick John Eric StallardLynford Graham
Publisher

Springer Science and Business Media LLC


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