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Affine processes for dynamic mortality and actuarial valuations

2005354 citationsJournal Article

Authors

Topics & Keywords

Insurance, Mortality, Demography, Risk Management Stochastic processes and financial applications demographic modeling and climate adaptation

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Insurance Mathematics and Economics

Volume 37, Issue 3, pp. 443-468

DOI: 10.1016/j.insmatheco.2005.05.003

Field-Weighted Citation Impact: 53.03

Affine processes for dynamic mortality and actuarial valuations | Researchclopedia