Mortality options : the point of view of an insurer
Year of publication: |
2021
|
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Authors: | Schmeck, Maren Diane ; Schmidli, Hanspeter |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 96.2021, p. 98-115
|
Subject: | Mortality option | Optimal strategy | Maximal utility | Exponential utility | Longevity risk | Mortality shocks | Sterblichkeit | Mortality | Theorie | Theory | Lebensversicherung | Life insurance | Risiko | Risk | Risikomodell | Risk model |
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