Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate

DOI10.1007/s40819-021-01199-9zbMath1499.91092OpenAlexW3215938862MaRDI QIDQ2114508

Yones Esmaeelzade Aghdam, Vida Ghanavatinegad, Abdolsadeh Neisy

Publication date: 15 March 2022

Published in: International Journal of Applied and Computational Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40819-021-01199-9

zbMATH Keywords

collocation methodlife insuranceSharpe ratiostochastic mortality rate

Mathematics Subject Classification ID

Portfolio theory (91G10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91) Actuarial mathematics (91G05)

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