Market-valuation methods in life and pension insurance
By Boualem Djehiche. 2008
71 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/db6d6588fa999e8c8e2ad3917de95c14b54fe849
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- K. Schmidt
- Thomas Møller
- K. Buchardt
Citations in the corpus
- Stochastic mortality under measure changes (2010, unknown): “Section 4 focuses on pricing applications (see Møller & Steffensen (2007), for an overview) and the structure of mortality risk premia.”
- Cash flows and policyholder behaviour in the semi-Markov life insurance setup (2015, background): “For a comparison and overview of these approaches, see Møller & Steffensen (2007).”