Valuation of mortality risk via the instantaneous Sharpe ratio : applications to life annuities
Erhan Bayraktar; Moshe A. Milevsky; S. David Promislow; Virginia R. Young
| Year of publication: |
2009
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|---|---|
| Authors: | Bayraktar, Erhan ; Milevsky, Moshe Arye ; Promislow, S. David ; Young, Virginia R. |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 33.2009, 3, p. 676-691
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| Subject: | Sterblichkeit | Mortality | Leibrente | Life annuity | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003817982