Stochastic modeling of assets and liabilities with mortality risk
Year of publication: |
2021
|
---|---|
Authors: | Alvares Maffra, Sergio ; Armstrong, John ; Pennanen, Teemu |
Published in: |
Scandinavian actuarial journal. - Stockholm : Taylor & Francis, ISSN 1651-2030, ZDB-ID 2029609-5. - Vol. 2021.2021, 8, p. 695-725
|
Subject: | Insurance | Investment | longevity | stochastic modeling | Stochastic modeling | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process | Theorie | Theory | Risikomodell | Risk model | Lebensversicherung | Life insurance |
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