Risk-minimization for life insurance liabilities (Q2873126)
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scientific article; zbMATH DE number 6249461
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk-minimization for life insurance liabilities |
scientific article; zbMATH DE number 6249461 |
Statements
23 January 2014
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life insurance liability
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longevity bond
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unit-linked life insurance
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stochastic mortality
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affine mortality structure
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risk-minimization
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martingale representation
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Risk-minimization for life insurance liabilities (English)
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0.8955685496330261
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0.8628159165382385
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0.8316676616668701
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0.8178550004959106
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0.8147053718566895
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