The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (Q2374113)
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scientific article; zbMATH DE number 6663357
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The role of the dependence between mortality and interest rates when pricing guaranteed annuity options |
scientific article; zbMATH DE number 6663357 |
Statements
The role of the dependence between mortality and interest rates when pricing guaranteed annuity options (English)
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14 December 2016
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stochastic mortality
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affine interest rate models
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dependence
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guaranteed annuity options
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Wishart process
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0.8199871778488159
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0.8077031373977661
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0.8073047995567322
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0.805471658706665
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0.804533064365387
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