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

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Latest revision as of 15:33, 7 June 2024

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