Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates - MaRDI portal

Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates

From MaRDI portal

Publication:6550182

Jump to:navigation, search

DOI10.1007/s13385-023-00354-4zbMath1537.9125MaRDI QIDQ6550182

Vanessa Hanna, Pierre Devolder

Publication date: 4 June 2024

Published in: European Actuarial Journal (Search for Journal in Brave)

zbMATH Keywords

change of measure stochastic interest rates stochastic mortality investment guarantee mixed insurance contracts dependence finance-mortality

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) Actuarial mathematics (91G05)

This page was built for publication: Valuation of mixed life insurance contracts under stochastic correlated mortality and interest rates

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6550182&oldid=40077516"