Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform (Q5742657)

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scientific article; zbMATH DE number 7055005
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Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform
scientific article; zbMATH DE number 7055005

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    Modeling and Pricing Longevity Derivatives Using Stochastic Mortality Rates and the Esscher Transform (English)
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    15 May 2019
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    longevity derivatives pricing
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    Lee-Carter mortality model
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    Lévy stochastic process
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    Esscher transformation
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