An application of comonotonicity theory in a stochastic life annuity framework
Year of publication: |
2011
|
---|---|
Authors: | Liu, Xiaoming ; Jang, Jisoo ; Kim, Sun Mee |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 48.2011, 2, p. 271-279
|
Subject: | Theorie | Theory | Finanzmathematik | Mathematical finance | Versicherungsmathematik | Actuarial mathematics |
-
Modeling and performance of bonus-malus systems : stationarity versus age-correction
Asmussen, Søren, (2014)
-
An introduction to non-life insurance mathematics
Sundt, Bjørn, (1984)
-
Monte Carlo methods and models in finance and insurance
Korn, Ralf, (2010)
- More ...
-
An application of comonotonicity theory in a stochastic life annuity framework
Liu, Xiaoming, (2011)
-
An application of comonotonicity theory in a stochastic life annuity framework
Liu, Xiaoming, (2011)
-
A Method for Angular Super-Resolution via Big Data Radar System
Zhang, Xin, (2017)
- More ...