Moments of the cash value of future payment streams arising from life insurance contracts. (Q1423338)

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scientific article; zbMATH DE number 2041757
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Moments of the cash value of future payment streams arising from life insurance contracts.
scientific article; zbMATH DE number 2041757

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    Moments of the cash value of future payment streams arising from life insurance contracts. (English)
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    14 February 2004
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    Portfolio of policies
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    Cash value of the payment stream
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    Joint randomness in
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    interest and mortality
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    Wiener process
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    Ornstein--Uhlenbeck process
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