Modeling mortality and pricing life annuities with Lévy processes (Q495501)
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scientific article; zbMATH DE number 6481785
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| default for all languages | No label defined |
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| English | Modeling mortality and pricing life annuities with Lévy processes |
scientific article; zbMATH DE number 6481785 |
Statements
Modeling mortality and pricing life annuities with Lévy processes (English)
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14 September 2015
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force of mortality
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Lévy subordinator
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generalized linear models
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gamma process
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variance-gamma process
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0.8926557
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0.89229655
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0.8882917
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0.87666965
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0.8688722
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0.8679667
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0.8650664
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0.8645884
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0.86002743
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