Assessing the solvency of insurance portfolios via a continuous-time cohort model
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Publication:2347094
DOI10.1016/j.insmatheco.2014.12.002zbMath1314.91140OpenAlexW3121286583MaRDI QIDQ2347094
Publication date: 26 May 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: http://eprints.imtlucca.it/2261/1/EIC_WP_7_2014.pdf
longevity risknatural hedgingsolvency requirementscontinuous-time cohort models for longevitylongevity and interest-rate risksolvency of insurance portfolios
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Related Items (2)
Quantitative assessment of common practice procedures in the fair evaluation of embedded options in insurance contracts ⋮ Stochastic mortality dynamics driven by mixed fractional Brownian motion
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Cites Work
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