Crunching mortality and life insurance portfolios with extended CreditRisk+

Jonas Hirz, Uwe Schmock, Pavel Shevchenko

Research output: Contribution to journal › Article › peer-review

Cite this

@article{b273213b862c4ba489a75dde209735c5,

title = "Crunching mortality and life insurance portfolios with extended CreditRisk+",

author = "Jonas Hirz and Uwe Schmock and Pavel Shevchenko",

year = "2017",

language = "English",

volume = "2017",

pages = "98--103",

journal = "Risk",

issn = "0952-8776",

publisher = "Incisive Financial Publishing",

number = "January",

}