Mortality modelling with Lévy processes (Q939382): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.05.007 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2087123051 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Lévy Processes and Stochastic Calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integrated OU Processes and Non‐Gaussian OU‐based Stochastic Volatility Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Affine processes for dynamic mortality and actuarial valuations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic mortality under measure changes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Point processes and queues. Martingale dynamics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Modelling with Jump Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts / rank
 
Normal rank
Property / cites work
 
Property / cites work: Valuation and hedging of life insurance liabilities with systematic mortality risk / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4794153 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Term Structure Models Driven by General Levy Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Option Pricing in Stochastic Volatility Models of the Ornstein‐Uhlenbeck type / 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: Stochastic Mortality: The Impact on Target Capital / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4937701 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Affine stochastic mortality / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility / rank
 
Normal rank

Latest revision as of 14:16, 28 June 2024

scientific article
Language Label Description Also known as
English
Mortality modelling with Lévy processes
scientific article

    Statements

    Mortality modelling with Lévy processes (English)
    0 references
    0 references
    0 references
    22 August 2008
    0 references
    stochastic mortality
    0 references
    longevity risk
    0 references
    Lévy processes
    0 references

    Identifiers