Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322)
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scientific article; zbMATH DE number 5315257
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| English | Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates |
scientific article; zbMATH DE number 5315257 |
Statements
Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (English)
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22 August 2008
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stochastic mortality
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indifference pricing
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mortality-contingent claims
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exponential utility
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nonlinear expectations
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0.7914033532142639
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0.7858266234397888
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0.778721272945404
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0.7780557870864868
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0.7774060368537903
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