Risk-minimization for life insurance liabilities with basis risk (Q253099)
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scientific article; zbMATH DE number 6551189
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| English | Risk-minimization for life insurance liabilities with basis risk |
scientific article; zbMATH DE number 6551189 |
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Risk-minimization for life insurance liabilities with basis risk (English)
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8 March 2016
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life insurance payment processes
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risk-minimization
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martingale representation
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basis risk
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affine mortality structure
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0.8955685496330261
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0.8364487290382385
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0.8234308958053589
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0.8211872577667236
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0.8143498301506042
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