Analysis of survivorship life insurance portfolios with stochastic rates of return
Li Chen, Luyao Lin, Yi Lu, Gary Parker
| Year of publication: |
July 2017
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|---|---|
| Authors: | Chen, Li ; Lin, Luyao ; Lu, Yi ; Parker, Gary |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 75.2017, p. 16-31
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| Subject: | Survivorship life insurance | Insurance portfolio | Stochastic rate of return | Dependent mortality Model | Frank’s Copula | Lebensversicherung | Life insurance | Portfolio-Management | Portfolio selection | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics | Finanzmathematik | Mathematical finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2017.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011740696