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Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing

https://doi.org/10.2139/ssrn.3487386
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59/59 checkable references clean · checked 2026-09-09

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

5 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

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The 5 references without a DOI — listed, not checked
no DOI — not checkedLongevity risk in portfolios of pension annuities
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no DOI — not checkedStmomo: An r package for stochastic mortality modelling
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no DOI — not checkedStmomo: An r package for stochastic mortality modelling
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