Mortality risk modeling: applications to insurance securitization (Q659218): Difference between revisions

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+S. H. jun. Cox
@@ Property / author: S. H. jun. Cox / rank @@
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@@ Property / author @@
+Hal W. Pedersen
@@ Property / author: Hal W. Pedersen / rank @@
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@@ Property / describes a project that uses @@
+LifeMetrics
@@ Property / describes a project that uses: LifeMetrics / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2009.09.012
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@@ Property / OpenAlex ID @@
+W3124071096
@@ Property / OpenAlex ID: W3124071096 / rank @@
+Normal rank
@@ Property / cites work @@
+The fair valuation problem of guaranteed annuity options: the stochastic mortality environment case
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+Affine processes for dynamic mortality and actuarial valuations
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+A bidimensional approach to mortality risk
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+Modeling and Forecasting U.S. Mortality
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