Correlated intensity, counter party risks, and dependent mortalities (Q661258): 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 01:54, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Correlated intensity, counter party risks, and dependent mortalities |
scientific article |
Statements
Correlated intensity, counter party risks, and dependent mortalities (English)
0 references
10 February 2012
0 references
correlated defaults
0 references
change of measure
0 references
martingale
0 references
first-to-default time
0 references
flight to quality
0 references
dependent mortality
0 references
universal variable life insurance
0 references
indifference pricing
0 references
