Affine processes for dynamic mortality and actuarial valuations-Reference-Cited by-同舟云学术

Affine processes for dynamic mortality and actuarial valuations

Published:2005-12 Issue:3 Volume:37 Page:443-468
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Biffis Enrico

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference44 articles.

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

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

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