Calibrating affine stochastic mortality models using term assurance premiums

Vincenzo Russo, Rosella Giacometti, Sergio Ortobelli, Svetlozar Rachev, Frank J. Fabozzi

Research output: Contribution to journalArticlepeer-review

18 Scopus citations

Fingerprint

Dive into the research topics of 'Calibrating affine stochastic mortality models using term assurance premiums'. Together they form a unique fingerprint.

Business & Economics

Mathematics