Hedging life insurance with pure endowments (Q882466): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.07.002 / rank | |||
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| Property / OpenAlex ID: W1998436324 / rank | |||
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| Property / cites work: Financial Modelling with Jump Processes / rank | |||
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| Property / cites work: Q4002114 / 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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| Property / cites work: PRICING OPTIONS FROM THE POINT OF VIEW OF A TRADER / rank | |||
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Revision as of 18:55, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging life insurance with pure endowments |
scientific article |
Statements
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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