Risk-minimization for life insurance liabilities with dependent mortality risk (Q6497103)
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scientific article; zbMATH DE number 7842766
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| default for all languages | No label defined |
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| English | Risk-minimization for life insurance liabilities with dependent mortality risk |
scientific article; zbMATH DE number 7842766 |
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Risk-minimization for life insurance liabilities with dependent mortality risk (English)
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6 May 2024
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life insurance liabilities
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unit-linked life insurance
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stochastic mortality
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random field
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dependent mortality risk
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affine mortality structure
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risk-minimization
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martingale representation
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0.865180253982544
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0.8300619721412659
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0.8265897035598755
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0.7915204763412476
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0.7848374843597412
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