Risk-Minimization for Life Insurance Liabilities (Q2873126): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:53, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-Minimization for Life Insurance Liabilities |
scientific article |
Statements
Risk-Minimization for Life Insurance Liabilities (English)
0 references
23 January 2014
0 references
life insurance liability
0 references
longevity bond
0 references
unit-linked life insurance
0 references
stochastic mortality
0 references
affine mortality structure
0 references
risk-minimization
0 references
martingale representation
0 references
