Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
Year of publication: |
2004
|
---|---|
Authors: | Dahl, Mikkel |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 35.2004, 1, p. 113-136
|
Saved in:
Saved in favorites
Similar items by person
-
A continuous-time model for reinvestment risk in bond markets
Dahl, Mikkel, (2009)
-
Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
Dahl, Mikkel, (2004)
-
Valuation and hedging of life insurance liabilities with systematic mortality risk
Dahl, Mikkel, (2006)
- More ...