Market value of life insurance contracts under stochastic interest rates and default risk (Q882875)
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scientific article; zbMATH DE number 5156978
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market value of life insurance contracts under stochastic interest rates and default risk |
scientific article; zbMATH DE number 5156978 |
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Market value of life insurance contracts under stochastic interest rates and default risk (English)
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24 May 2007
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Participating life insurance policies
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Contingent claims valuation
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Default risk
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Stochastic interest rates
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Fortet's equation
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