Modeling mortality and pricing life annuities with Lévy processes (Q495501): Difference between revisions
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Revision as of 01:49, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling mortality and pricing life annuities with Lévy processes |
scientific article |
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Modeling mortality and pricing life annuities with Lévy processes (English)
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14 September 2015
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force of mortality
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Lévy subordinator
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generalized linear models
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gamma process
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variance-gamma process
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