Pages that link to "Item:Q849589"
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The following pages link to Valuation and hedging of life insurance liabilities with systematic mortality risk (Q849589):
Displayed 5 items.
- Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios (Q938032) (← links)
- Quadratic stochastic intensity and prospective mortality tables (Q938051) (← links)
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Mortality modelling with Lévy processes (Q939382) (← links)
- Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283) (← links)