A subordinated Markov model for stochastic mortality (Q2391941)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A subordinated Markov model for stochastic mortality |
scientific article |
Statements
A subordinated Markov model for stochastic mortality (English)
0 references
5 August 2013
0 references
Markov model
0 references
stochastic mortality
0 references
aging process
0 references
finite-state Markov process
0 references
mortality-linked securities
0 references
general valuation framework
0 references
ruin theory
0 references
queuing theory
0 references
0 references
0 references
0 references
0 references
