Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts

DOI10.1016/j.insmatheco.2004.05.003zbMath1075.62095OpenAlexW2035003768MaRDI QIDQ1888899

Mikkel Dahl

Publication date: 29 November 2004

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.05.003

zbMATH Keywords

Incomplete marketsDerivative pricingStochastic mortality intensitySystematic mortality riskUnsystematic mortality risk

Mathematics Subject Classification ID

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