No-arbitrage pricing for life insurance and annuities.
type: Item
instance of: scholarly article
title: No-arbitrage pricing for life insurance and annuities.
zbMATH Open document ID: 1062.91562
DOI: 10.1016/S0165-1765(99)00103-2
published in: Economics Letters
publication date: 2000-01-12T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 1387475
zbMATH Keywords: Term structure of interest rates
zbMATH Keywords: No-arbitrage pricing
zbMATH Keywords: Life insurance and annuities
author: Jacques F. Carriere
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1387475