Liability valuation for life insurance contracts: the case of a non homogeneous portfolio

Conference Paper
Publication Date:
2004
Iris type:
04.01 Contributo in Atti di convegno
Keywords:
Life insurance; non homogeneous portfolio; interest rates volatility; reserve valuation; ornestein ulhenbeck process
List of contributors:
Authors of the University:
Handle:
https://iris.cnr.it/handle/20.500.14243/66062