Stochastic mortality models: an infinite-dimensional approach
Stefan Tappe; Stefan Weber
| Year of publication: |
2014
|
|---|---|
| Authors: | Tappe, Stefan ; Weber, Stefan |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 18.2014, 1, p. 209-248
|
| Subject: | Mortality | Longevity | Forward mortality | Heath-Jarrow-Morton | Mortality improvements | Dynamic point processes | Stochastic partial differential equations (SPDEs) | Sterblichkeit | Stochastischer Prozess | Stochastic process | Theorie | Theory | Analysis | Mathematical analysis | Lebensversicherung | Life insurance |
| 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/10010235453