Hedging life insurance with pure endowments (Q882466)

From MaRDI portal





scientific article; zbMATH DE number 5156666
Language Label Description Also known as
English
Hedging life insurance with pure endowments
scientific article; zbMATH DE number 5156666

    Statements

    Hedging life insurance with pure endowments (English)
    0 references
    0 references
    0 references
    23 May 2007
    0 references
    stochastic mortality
    0 references
    Sharpe ratio
    0 references
    life insurance
    0 references
    pure endowments
    0 references
    nonlinear partial differential equations
    0 references

    Identifiers