Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2068924101 / rank | |||
Normal rank | |||
Revision as of 02:52, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio |
scientific article |
Statements
Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (English)
0 references
28 January 2009
0 references
stochastic mortality
0 references
pricing
0 references
life insurance
0 references
Sharpe ratio
0 references
nonlinear partial differential equations
0 references
market price of risk
0 references
equivalent martingale measures
0 references
