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Search: subject:"Affine mortality structure"
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affine mortality structure
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Biagini, Francesca
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Risk-minimization for life insurance liabilities with dependent mortality risk
Biagini, Francesca
;
Botero, Camila
;
Schreiber, Irene
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 505-533
Persistent link: https://www.econbiz.de/10011752521
Saved in:
2
Risk-minimization for life insurance liabilities with basis risk
Biagini, Francesca
;
Rheinländer, Thorsten
;
Schreiber, Irene
- In:
Mathematics and financial economics
10
(
2016
)
2
,
pp. 151-178
Persistent link: https://www.econbiz.de/10011485900
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