A subordinated Markov model for stochastic mortality
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Publication:2391941
DOI10.1007/s13385-012-0047-3zbMath1273.91239OpenAlexW3121299065MaRDI QIDQ2391941
Publication date: 5 August 2013
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13385-012-0047-3
Markov modelruin theoryqueuing theorystochastic mortalitymortality-linked securitiesfinite-state Markov processaging processgeneral valuation framework
Stochastic models in economics (91B70) Derivative securities (option pricing, hedging, etc.) (91G20)
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