Affine Processes for Dynamic Mortality and Actuarial Valuations-Reference-Cited by-同舟云学术

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Affine Processes for Dynamic Mortality and Actuarial Valuations

Published:2004 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Biffis Enrico

Publisher

Elsevier BV

Reference44 articles.

1. Default risk insurance and incomplete markets;P Artzner;Mathematical Finance,1995

2. Design and pricing of equity-linked life insurance under stochastic interest rates;A Bacinello;The Journal of Risk & Insurance,2002

3. Spanning and derivative security valuation;G Bakshi;Journal of Financial Economics,2000

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Reduced-form setting under model uncertainty with non-linear affine intensities;Probability, Uncertainty and Quantitative Risk;2021

2. A bidimensional approach to mortality risk;Decisions in Economics and Finance;2006-11

3. Affine processes for dynamic mortality and actuarial valuations;Insurance: Mathematics and Economics;2005-12

4. A Note on Stochastic Survival Probabilities and their Calibration;SSRN Electronic Journal;2005

5. Non Mean Reverting Affine Processes for Stochastic Mortality;SSRN Electronic Journal;2005

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