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

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Property / DOI: 10.1016/j.insmatheco.2006.07.002 / rank
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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
 
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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Property / cites work: Q5665539 / rank
 
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Property / DOI: 10.1016/J.INSMATHECO.2006.07.002 / rank
 
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Latest revision as of 06:53, 10 December 2024

scientific article
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English
Hedging life insurance with pure endowments
scientific article

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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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