Optimal hedging of demographic risk in life insurance
From MaRDI portal
Publication:1936833
DOI10.1007/s00780-012-0182-3zbMath1256.91032MaRDI QIDQ1936833
Publication date: 7 February 2013
Published in: Finance and Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00780-012-0182-3
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G20: Derivative securities (option pricing, hedging, etc.)
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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