RISK-MINIMIZATION FOR LIFE INSURANCE LIABILITIES WITH DEPENDENT MORTALITY RISK-Reference-Cited by-同舟云学术

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RISK-MINIMIZATION FOR LIFE INSURANCE LIABILITIES WITH DEPENDENT MORTALITY RISK

Published:2015-06-19 Issue:2 Volume:27 Page:505-533
ISSN:0960-1627
Container-title:Mathematical Finance
language:en
Short-container-title:Mathematical Finance

Author:

Biagini Francesca¹,Botero Camila¹,Schreiber Irene¹

Affiliation:

1. University of Munich

Funder

European Research Council

Publisher

Wiley

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/mafi.12095/fullpdf

Reference43 articles.

1. Andreev , K 1999 Demographic Surfaces: Estimation, Assessment and Presentation, with Application to Danish Mortality, 1835-1995

2. Barbarin , J 2008 Valuation, Hedging and the Risk Management of Insurance Contracts

3. Biagini , F R. Declara I. Schreiber 2014 Random-Field Based Evaluations for Life Insurance Liabilities

4. Biagini , F. T. Rheinländer I. Schreiber 2012 Risk-Minimization for Life Insurance Liabilities with Basis Risk

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