Valuation of contingent claims with mortality and interest rate risks (Q732668)
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scientific article; zbMATH DE number 5613107
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation of contingent claims with mortality and interest rate risks |
scientific article; zbMATH DE number 5613107 |
Statements
Valuation of contingent claims with mortality and interest rate risks (English)
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12 October 2009
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stochastic models
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mortality
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Bayes' theorem
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forward measure
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death and survival benefits
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0.93912965
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0.9057393
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0.89513993
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0.87165415
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0.87038434
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0.8695025
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