Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate (Q2114508)

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scientific article; zbMATH DE number 7489881
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Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate
scientific article; zbMATH DE number 7489881

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    Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate (English)
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    15 March 2022
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    life insurance
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    stochastic mortality rate
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    Sharpe ratio
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    collocation method
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