A model-point approach to indifference pricing of life insurance portfolios with dependent lives
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Publication:2282726
DOI10.1007/s11009-017-9611-2zbMath1429.91276OpenAlexW2266823772MaRDI QIDQ2282726
Christophette Blanchet-Scalliet, Diana Dorobantu, Yahia Salhi
Publication date: 19 December 2019
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-017-9611-2
Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Actuarial mathematics (91G05)
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