Fair valuations of insurance policies under multiple risk factors : a flexible lattice approach
Year of publication: |
2024
|
---|---|
Authors: | Devolder, Pierre ; Russo, Emilio ; Staino, Alessandro |
Subject: | binomial algorithms | lattice models | multiple risk factors | Stochastic interest rate | stochastic mortality | Sterblichkeit | Mortality | Risiko | Risk | Stochastischer Prozess | Stochastic process | Risikomodell | Risk model | Zinsstruktur | Yield curve | Versicherungsmathematik | Actuarial mathematics | Optionspreistheorie | Option pricing theory |
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