Modeling mortality and pricing life annuities with Lévy processes
Seyed Saeed Ahmadi; Patrice Gaillardetz
| Year of publication: |
2015
|
|---|---|
| Authors: | Ahmadi, Seyed Saeed ; Gaillardetz, Patrice |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 64.2015, p. 337-350
|
| Subject: | Force of mortality | Lévy subordinator | Generalized linear models | Gamma process | Variance-Gamma process | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance | Optionspreistheorie | Option pricing theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10011398092