Stochastic mortality under measure changes (Q3103210)

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Stochastic mortality under measure changes
scientific article

    Statements

    title
    Stochastic mortality under measure changes (English)
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    author
    Enrico Biffis
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    Pierre Devolder
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    Michel M. Denuit
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    publication date
    26 November 2011
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    zbMATH Keywords
    stochastic mortality
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    Lee-Carter model
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    mortality risk premium
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    fair valuation
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    mortality-linked securities
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    60K10
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    60G40
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    60H30
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    zbMATH DE Number
    5981257
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    OpenAlex ID
    W2117842649
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