Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322)
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scientific article; zbMATH DE number 5315257
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates |
scientific article; zbMATH DE number 5315257 |
Statements
Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (English)
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22 August 2008
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stochastic mortality
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indifference pricing
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mortality-contingent claims
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exponential utility
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nonlinear expectations
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