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On the accumulated aggregate surplus of a life portfolio. - MaRDI portal

On the accumulated aggregate surplus of a life portfolio. (Q1413297)

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scientific article; zbMATH DE number 2004005
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English
On the accumulated aggregate surplus of a life portfolio.
scientific article; zbMATH DE number 2004005

    Statements

    On the accumulated aggregate surplus of a life portfolio. (English)
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    16 November 2003
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    Stable reserve
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    Bonus
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    Black-Scholes formula
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    De Pril's recursion
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    Dependence
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    Identifiers