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Q4817821 - MaRDI portal

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scientific article; zbMATH DE number 2101239
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English
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scientific article; zbMATH DE number 2101239

    Statements

    author
    Mariarosaria Coppola
    0 references
    Emilia Di Lorenzo
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    Marilena Sibillo
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    publication date
    21 September 2004
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    zbMATH Keywords
    Ornstein-Uhlenbeck process
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    investment risk
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    insurance risk
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    longevity risk
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    moments of insurance functions
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    Identifiers

    zbMATH DE Number
    2101239
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