Modeling and pricing longevity derivatives using stochastic mortality rates and the Esscher transform
Year of publication: |
2014
|
---|---|
Authors: | Chuang, Shuo-Li ; Brockett, Patrick L. |
Published in: |
North American actuarial journal. - Philadelphia, Pa. : Taylor & Francis, ISSN 1092-0277, ZDB-ID 1380138-7. - Vol. 18.2014, 1, p. 22-37
|
Subject: | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process | Derivat | Derivative | Theorie | Theory |
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