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：

引用

页码：442 / 442

页数：1

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