Risk-minimization for life insurance liabilities with basis risk (Q253099)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-minimization for life insurance liabilities with basis risk |
scientific article |
Statements
Risk-minimization for life insurance liabilities with basis risk (English)
0 references
8 March 2016
0 references
life insurance payment processes
0 references
risk-minimization
0 references
martingale representation
0 references
basis risk
0 references
affine mortality structure
0 references
