Stochastic mortality under measure changes (Q3103210)
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scientific article; zbMATH DE number 5981257
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic mortality under measure changes |
scientific article; zbMATH DE number 5981257 |
Statements
Stochastic mortality under measure changes (English)
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26 November 2011
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stochastic mortality
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Lee-Carter model
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mortality risk premium
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fair valuation
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mortality-linked securities
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0.8203080296516418
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0.818105161190033
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0.8173470497131348
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0.8099810481071472
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0.8080601692199707
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