Valuation of contingent claims with mortality and interest rate risks (Q732668): 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 02:05, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Valuation of contingent claims with mortality and interest rate risks |
scientific article |
Statements
Valuation of contingent claims with mortality and interest rate risks (English)
0 references
12 October 2009
0 references
stochastic models
0 references
mortality
0 references
Bayes' theorem
0 references
forward measure
0 references
death and survival benefits
0 references