Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (Q3077724)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process |
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Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process (English)
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22 February 2011
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indifference pricing
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life insurance portfolio
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systematic mortality risk
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Lévy process
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