A subordinated Markov model for stochastic mortality (Q2391941)
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scientific article; zbMATH DE number 6195115
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A subordinated Markov model for stochastic mortality |
scientific article; zbMATH DE number 6195115 |
Statements
A subordinated Markov model for stochastic mortality (English)
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5 August 2013
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Markov model
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stochastic mortality
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aging process
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finite-state Markov process
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mortality-linked securities
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general valuation framework
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ruin theory
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queuing theory
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0.7870438694953918
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0.7852994799613953
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0.7832604050636292
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0.7782196402549744
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0.7750474810600281
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