Risk-minimization for life insurance liabilities with dependent mortality risk
Francesca Biagini, Camila Botero, Irene Schreiber
| Year of publication: |
April 2017
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| Authors: | Biagini, Francesca ; Botero, Camila ; Schreiber, Irene |
| Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 27.2017, 2, p. 505-533
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| Subject: | life insurance liabilities | unit-linked life insurance | stochastic mortality | random field | dependent mortality risk | affine mortality structure | risk-minimization | martingale representation | Lebensversicherung | Life insurance | Sterblichkeit | Mortality | Theorie | Theory | Risiko | Risk | Risikomodell | Risk model | Stochastischer Prozess | Stochastic process | Versicherungsmathematik | Actuarial mathematics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/mafi.12095 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011752521