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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of the cash value of future payment streams arising from life insurance contracts. |
scientific article; zbMATH DE number 2041757 |
Statements
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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0.8473763
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0.84382963
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0.8330155
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0.8295868
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0.82786953
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0.8272406
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0.8224317
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