On the forward rate concept in multi-state life insurance
Year of publication: |
April 2015
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Authors: | Christiansen, Marcus C. ; Niemeyer, Andreas |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 19.2015, 2, p. 295-327
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Subject: | Forward mortality rate | Multi-state life insurance | Multiple default | Moment estimates for diffusion processes | Securitization of demographic risk | Lebensversicherung | Life insurance | Sterblichkeit | Mortality | Theorie | Theory | Verbriefung | Securitization |
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