Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios (Q938032)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios |
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Heath-Jarrow-Morton modelling of longevity bonds and the risk minimization of life insurance portfolios (English)
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18 August 2008
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term structure model
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no arbitrage
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martingale measure
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Hedging strategies
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marked point process
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jump-diffusion
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