Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
type: Item
instance of: scholarly article
title: Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
zbMATH Open document ID: 1075.62095
author: Mikkel Dahl
published in: Insurance Mathematics \& Economics
publication date: 2004-11-29T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2119633
zbMATH Keywords: Stochastic mortality intensity
zbMATH Keywords: Systematic mortality risk
zbMATH Keywords: Unsystematic mortality risk
zbMATH Keywords: Incomplete markets
zbMATH Keywords: Derivative pricing
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2004.05.003
OpenAlex ID: W2035003768
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DOI: 10.1016/J.INSMATHECO.2004.05.003
description: scientific article; zbMATH DE number 2119633