Annuity contract valuation under dependent risks (Q2300949): Difference between revisions

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+https://doi.org/10.1007/s13160-019-00366-2
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+W2944903851
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+Stochastic mortality under measure changes
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+Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
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+The concept of comonotonicity in actuarial science and finance: theory.
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+On the (in-)dependence between financial and actuarial risks
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+An efficient algorithm for the valuation of a guaranteed annuity option with correlated financial and mortality risks
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@@ Property / Wikidata QID @@
+Q127872930
@@ Property / Wikidata QID: Q127872930 / rank @@
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