Affine processes for dynamic mortality and actuarial valuations (Q817280): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.INSMATHECO.2005.05.003 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.INSMATHECO.2005.05.003 / rank | |||
Normal rank | |||
Latest revision as of 03:58, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Affine processes for dynamic mortality and actuarial valuations |
scientific article |
Statements
Affine processes for dynamic mortality and actuarial valuations (English)
0 references
8 March 2006
0 references
affine jump-diffusion
0 references
stochastic mortality
0 references
doubly stochastic processes
0 references
longevity risk
0 references
fair value
0 references
0 references
0 references
0 references
