Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products (Q6668690)
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scientific article; zbMATH DE number 7972590
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products |
scientific article; zbMATH DE number 7972590 |
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Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products (English)
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22 January 2025
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stochastic mortality
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correlation between mortality and financial risks
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zero-coupon survival bond
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mortality density
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affine jump diffusion
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