Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (Q1888899): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.05.003 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2035003768 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical models based on counting processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4794153 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing Interest-Rate-Derivative Securities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4002114 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4004325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mortality derivatives and the option to annuitise. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4350437 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk-minimizing hedging strategies for insurance payment processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Reserves in Life and Pension Insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: A theory of bonus life insurance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Uncertainty in mortality projections: an actuarial perspective / rank
 
Normal rank
Property / cites work
 
Property / cites work: A no arbitrage approach to Thiele's differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the uniqueness of solutions of stochastic differential equations / rank
 
Normal rank

Latest revision as of 15:33, 7 June 2024

scientific article
Language Label Description Also known as
English
Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
scientific article

    Statements

    Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (English)
    0 references
    0 references
    29 November 2004
    0 references
    Stochastic mortality intensity
    0 references
    Systematic mortality risk
    0 references
    Unsystematic mortality risk
    0 references
    Incomplete markets
    0 references
    Derivative pricing
    0 references

    Identifiers