On the Market-Consistent Valuation of Participating Life Insurance Heterogeneous Contracts under Longevity Risk
Year of publication: |
[2021]
|
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Authors: | Bacinello, Anna Rita ; Chen, An ; Sehner, Thorsten ; Millossovich, Pietro |
Publisher: |
[S.l.] : SSRN |
Subject: | Vertrag | Contract | Risikomodell | Risk model | Sterblichkeit | Mortality | Lebensversicherung | Life insurance |
Extent: | 1 Online-Ressource (18 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Risks 9, no. 1: 20. https://doi.org/10.3390/risks9010020 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2020 erstellt |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G22 - Insurance; Insurance Companies |
Source: | ECONIS - Online Catalogue of the ZBW |
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