Hedging life insurance with pure endowments

Insurance: Mathematics and Economics

Volumn 40, Issue 3, 2007, Pages 435-444

  Bayraktar, Erhan ^a   Young, Virginia R ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Life insurance; Non linear partial differential equations; Pure endowments; Sharpe ratio; Stochastic mortality

Indexed keywords

EID: 33847320671     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2006.07.002     Document Type: Article

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