Affine stochastic mortality

Insurance: Mathematics and Economics

Volumn 38, Issue 1, 2006, Pages 81-97

  Schrager, David F ^a,b  

^a ABN AMRO Corporate Research   (Netherlands)

^b UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Affine models; Longevity risk; Market price of mortality risk; Mortality laws; Mortality options; Stochastic mortality

Indexed keywords

EID: 31544473726     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2005.06.013     Document Type: Article

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