Affine processes for dynamic mortality and actuarial valuations (Q817280)
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scientific article; zbMATH DE number 5009862
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Affine processes for dynamic mortality and actuarial valuations |
scientific article; zbMATH DE number 5009862 |
Statements
Affine processes for dynamic mortality and actuarial valuations (English)
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8 March 2006
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affine jump-diffusion
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stochastic mortality
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doubly stochastic processes
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longevity risk
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fair value
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0.8198267221450806
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0.8091509342193604
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0.7993334531784058
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0.7970568537712097
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0.7949572205543518
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