Affine processes in mortality modelling: An actuarial application.

被引：0
|
作者：
Biffis, E
机构：
来源：
INSURANCE MATHEMATICS & ECONOMICS | 2003年 / 33卷 / 02期
关键词：
affine jump-diffusion; Stochastic mortality; doubly stochastic process; longevity risk; life insurance contracts; fair value;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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页码：442 / 442
页数：1
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