Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (Q1888899): 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 05:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts |
scientific article |
Statements
Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (English)
0 references
29 November 2004
0 references
Stochastic mortality intensity
0 references
Systematic mortality risk
0 references
Unsystematic mortality risk
0 references
Incomplete markets
0 references
Derivative pricing
0 references
