Calibrating affine stochastic mortality models using term assurance premiums
Vincenzo Russo; Rosella Giacometti; Sergio Ortobelli; Svetlozar Rachev; Frank J. Fabozzi
| Year of publication: |
2011
|
|---|---|
| Authors: | Russo, Vincenzo ; Giacometti, Rosella ; Ortobelli, Sergio ; Račev, Svetlozar T. ; Fabozzi, Frank J. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 1, p. 53-60
|
| Subject: | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process | Theorie | Theory | Risikoprämie | Risk premium | Versicherungsmathematik | Actuarial mathematics | Zinsstruktur | Yield curve | Risikomodell | Risk model |
| 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/10009157445