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Risk-minimization for life insurance liabilities with dependent mortality risk - MaRDI portal

Risk-minimization for life insurance liabilities with dependent mortality risk (Q6497103)

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scientific article; zbMATH DE number 7842766
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English
Risk-minimization for life insurance liabilities with dependent mortality risk
scientific article; zbMATH DE number 7842766

    Statements

    title
    Risk-minimization for life insurance liabilities with dependent mortality risk (English)
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    author
    Francesca Biagini
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    Camila Botero
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    Irene Schreiber
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    publication date
    6 May 2024
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    zbMATH Keywords
    life insurance liabilities
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    unit-linked life insurance
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    stochastic mortality
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    random field
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    dependent mortality risk
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    affine mortality structure
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    risk-minimization
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    martingale representation
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    cites work
    Q3935962
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    Q4657105
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    Q3815091
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    Q4856610
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    Q4002114
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    Q4962323
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    Q2789303
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    Q2771116
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    Q3534755
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    Identifiers

    DOI
    10.1111/mafi.12095
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    zbMATH DE Number
    7842766
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