Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283)
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scientific article; zbMATH DE number 5499594
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| English | Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio |
scientific article; zbMATH DE number 5499594 |
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Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (English)
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28 January 2009
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stochastic mortality
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pricing
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life insurance
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Sharpe ratio
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nonlinear partial differential equations
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market price of risk
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equivalent martingale measures
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0.9245545
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0.8930285
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0.88539255
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0.8841708
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0.88085276
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0.8787855
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