On the forward rate concept in multi-state life insurance
Year of publication: |
2015
|
---|---|
Authors: | Christiansen, Marcus ; Niemeyer, Andreas |
Published in: |
Finance and Stochastics. - Springer. - Vol. 19.2015, 2, p. 295-327
|
Publisher: |
Springer |
Subject: | Forward mortality rate | Multi-state life insurance | Multiple default | Moment estimates for diffusion processes | Securitization of demographic risk |
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