Market value of life insurance contracts under stochastic interest rates and default risk (Q882875)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5156978
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Market value of life insurance contracts under stochastic interest rates and default risk |
scientific article; zbMATH DE number 5156978 |
Statements
Market value of life insurance contracts under stochastic interest rates and default risk (English)
0 references
24 May 2007
0 references
Participating life insurance policies
0 references
Contingent claims valuation
0 references
Default risk
0 references
Stochastic interest rates
0 references
Fortet's equation
0 references
0 references
0 references
0.8317732214927673
0 references
0.8069354891777039
0 references
0.7906032204627991
0 references
0.7890800833702087
0 references
0.7852677702903748
0 references
