The uncertain mortality intensity framework : pricing and hedging unit-linked life insurance contracts
Jing Li; Alexander Szimayer
| Year of publication: |
2011
|
|---|---|
| Authors: | Li, Jing ; Szimayer, Alexander |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 3, p. 471-486
|
| Subject: | Lebensversicherung | Life insurance | Sterblichkeit | Mortality | Hedging | Versicherungsmathematik | Actuarial mathematics | Optionspreistheorie | Option pricing theory | Investmentfonds | Investment Fund | Risiko | Risk |
| 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/10009404681