Polynomial diffusion models for life insurance liabilities (Q2374102)
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scientific article; zbMATH DE number 6663348
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Polynomial diffusion models for life insurance liabilities |
scientific article; zbMATH DE number 6663348 |
Statements
Polynomial diffusion models for life insurance liabilities (English)
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14 December 2016
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life insurance liability
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polynomial diffusion
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benchmark approach
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stochastic mortality intensity
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benchmarked risk-minimization
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0.7708817720413208
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0.7642010450363159
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0.7584884166717529
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0.7571312189102173
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