Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates (Q6550182)
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scientific article; zbMATH DE number 7859954
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| English | Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates |
scientific article; zbMATH DE number 7859954 |
Statements
Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates (English)
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4 June 2024
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mixed insurance contracts
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stochastic interest rates
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stochastic mortality
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dependence finance-mortality
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investment guarantee
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change of measure
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0.8160368204116821
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0.8061507940292358
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0.7772489786148071
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0.7619715332984924
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