Work

Risk‐minimization for Life Insurance Liabilities With Dependent Mortality Risk

Year: 2015

Type: article

Source: Mathematical Finance

DOI: 10.1111/mafi.12095

Authors: Francesca Biagini, Camila Botero, Irene Schreiber

Institution: Ludwig-Maximilians-Universität München

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: European Research Council

Award: G120984652

OpenAlex ID: W1843948847

FWCI: 4.239

Cites: 48

Cited by: 16

Related to: 10