On stochastic mortality modeling

Insurance: Mathematics and Economics

Volumn 45, Issue 3, 2009, Pages 393-404

  Plat, Richard ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Longevity risk; Monte Carlo simulation; Pricing; Solvency 2; Stochastic mortality models

Indexed keywords

EID: 71649084283     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2009.08.006     Document Type: Article

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