Pricing life insurance with Poisson jump-diffusion under no-arbitrage framework (Q2815878)
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scientific article; zbMATH DE number 6600017
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing life insurance with Poisson jump-diffusion under no-arbitrage framework |
scientific article; zbMATH DE number 6600017 |
Statements
30 June 2016
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arbitrage-free model with Poisson jump-diffusion
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life insurance pricing
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partial differential equations
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asset share pricing
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Pricing life insurance with Poisson jump-diffusion under no-arbitrage framework (English)
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