Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (Q1888899)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts |
scientific article |
Statements
Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts (English)
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29 November 2004
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Stochastic mortality intensity
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Systematic mortality risk
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Unsystematic mortality risk
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Incomplete markets
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Derivative pricing
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