Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283): Difference between revisions
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Revision as of 02:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio |
scientific article |
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Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (English)
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28 January 2009
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stochastic mortality
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pricing
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life insurance
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Sharpe ratio
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nonlinear partial differential equations
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market price of risk
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equivalent martingale measures
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