The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (Q654825)
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scientific article; zbMATH DE number 5991258
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| English | The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts |
scientific article; zbMATH DE number 5991258 |
Statements
The uncertain mortality intensity framework: pricing and hedging unit-linked life insurance contracts (English)
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21 December 2011
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unit-linked life insurance contracts
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mortality model risk
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price bounds
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stochastic control
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0.8329343199729919
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0.8234243392944336
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0.8108730316162109
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0.8068544864654541
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