An application of comonotonicity theory in a stochastic life annuity framework
Xiaoming Liu; Jisoo Jang; Sun Mee Kim
| Year of publication: |
2011
|
|---|---|
| Authors: | Liu, Xiaoming ; Jang, Jisoo ; Kim, Sun Mee |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 48.2011, 2, p. 271-279
|
| Subject: | Theorie | Theory | Finanzmathematik | Mathematical finance | Versicherungsmathematik | Actuarial mathematics | Risikomodell | Risk model | Leibrente | Life annuity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008989319