Q2866007 (Q2866007): 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 08:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article |
Statements
12 December 2013
0 references
Hansen-Jagannathan bound
0 references
instantaneous Sharpe ratio
0 references
equivalent martingale measure
0 references
probability priors
0 references
backward stochastic differential equation
0 references
variable annuities
0 references
longevity risk
0 references
irrational lapse behavior
0 references
