Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate
type: Item
instance of: scholarly article
title: Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate
zbMATH Open document ID: 1499.91092
author: Vida Ghanavatinegad
author: Yones Esmaeelzade Aghdam
author: A. Neisy
published in: International Journal of Applied and Computational Mathematics
publication date: 2022-03-15T00:00:00Z
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 35Q91
zbMATH DE Number: 7489881
zbMATH Keywords: life insurance
zbMATH Keywords: stochastic mortality rate
zbMATH Keywords: Sharpe ratio
zbMATH Keywords: collocation method
MaRDI profile type: Publication
full work available at URL: s40819-021-01199-9
OpenAlex ID: W3215938862
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DOI: 10.1007/S40819-021-01199-9
description: scientific article; zbMATH DE number 7489881