Annuity contract valuation under dependent risks (Q2300949)

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scientific article
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Annuity contract valuation under dependent risks
scientific article

    Statements

    title
    Annuity contract valuation under dependent risks (English)
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    author
    Yixing Zhao
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    Rogemar S. Mamon
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    publication date
    28 February 2020
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    zbMATH Keywords
    Lee-Carter model
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    mortality
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    Hull-White model
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    comonotonic bound
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    forward measure
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    numériare
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    cites work

    Identifiers

    zbMATH DE Number
    7175790
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    OpenAlex ID
    W2944903851
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    Wikidata QID
    Q127872930
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