Models for stochastic mortality

DOI10.4064/am34-1-6zbMath1111.62102OpenAlexW1990127523MaRDI QIDQ3441405

Jan Iwanik

Publication date: 30 May 2007

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/am34-1-6

zbMATH Keywords

stochastic mortalitysystematic mortality riskmortality options

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Mathematical geography and demography (91D20)