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Stochastic mortality models: an infinite-dimensional approach · Study

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ArticleStochastic mortality models: an infinite-dimensional approach

Stefan Tappe2013

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Stochastic mortality models: an infinite-dimensional approach

Stefan Tappe · Stefan Weber

10 citations·0/0 files stored·Finance and Stochastics

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Insurance, Mortality, Demography, Risk Management Stochastic processes and financial applications Probability and Risk Models

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References

1992Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation 2003Limit Theorems for Stochastic Processes 1981Point Processes and Queues 1983Point Processes and Queues: Martingale Dynamics.2004Credit Risk: Modeling, Valuation and Hedging 2009Mathematical Methods for Financial Markets 2010Mathematical Methods for Financial Markets 2005Affine processes for dynamic mortality and actuarial valuations

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2022Modeling the Risk in Mortality Projections

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Year2013

Typearticle

Published2013-12-09

VenueFinance and Stochastics

ISSN-L0949-2984

Languageen

Citations10

Files0 public / 0

ShelfInsurance, Mortality, Demography, Risk Management

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doi10.1007/s00780-013-0219-2

openalex_workW2147388844

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