Calibrating affine stochastic mortality models using term assurance premiums (Q2276259)
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: Calibrating affine stochastic mortality models using term assurance premiums |
scientific article; zbMATH DE number 5934669
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Calibrating affine stochastic mortality models using term assurance premiums |
scientific article; zbMATH DE number 5934669 |
Statements
Calibrating affine stochastic mortality models using term assurance premiums (English)
0 references
1 August 2011
0 references
affine stochastic models
0 references
bootstrapping
0 references
calibration
0 references
stochastic force of mortality
0 references
mortality risk
0 references
term assurance
0 references
Vasicek model
0 references
Cox-Ingersoll-Ross model
0 references
jump-extended Vasicek model
0 references
0 references
0 references
0 references
0.8381537199020386
0 references
0.8066800236701965
0 references
0.7935978174209595
0 references
0.7678767442703247
0 references
