Hedging life insurance with pure endowments (Q882466): Difference between revisions

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Property / cites work: Financial Modelling with Jump Processes / rank
 
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Property / cites work: Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities / rank
 
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Revision as of 18:55, 25 June 2024

scientific article
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Hedging life insurance with pure endowments
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    Hedging life insurance with pure endowments (English)
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    23 May 2007
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    stochastic mortality
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    Sharpe ratio
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    life insurance
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    pure endowments
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    nonlinear partial differential equations
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