Risk-minimization for life insurance liabilities with basis risk (Q253099)
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scientific article; zbMATH DE number 6551189
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk-minimization for life insurance liabilities with basis risk |
scientific article; zbMATH DE number 6551189 |
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Risk-minimization for life insurance liabilities with basis risk (English)
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8 March 2016
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life insurance payment processes
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risk-minimization
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martingale representation
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basis risk
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affine mortality structure
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