Impact of correlation between interest rates and mortality rates on the valuation of various life insurance products
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Publication:6668690
DOI10.1017/ASB.2024.20MaRDI QIDQ6668690
Griselda Deelstra, Benjamin Roelants du Vivier, Pierre Devolder
Publication date: 22 January 2025
Published in: ASTIN Bulletin (Search for Journal in Brave)
stochastic mortalityaffine jump diffusioncorrelation between mortality and financial risksmortality densityzero-coupon survival bond
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