Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (Q3077724)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process |
scientific article |
Statements
Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (English)
0 references
22 February 2011
0 references
indifference pricing
0 references
life insurance portfolio
0 references
systematic mortality risk
0 references
Lévy process
0 references
0 references
0 references
