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Stochastic analysis of life insurance surplus - MaRDI portal

Stochastic analysis of life insurance surplus (Q2513451)

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Stochastic analysis of life insurance surplus
scientific article

    Statements

    title
    Stochastic analysis of life insurance surplus (English)
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    author
    Natalia Nolde
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    Gary Parker
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    publication date
    28 January 2015
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    zbMATH Keywords
    insurance surplus
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    stochastic rates of return
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    AR(1) process
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    distribution function
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    62P05
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    91G10
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    zbMATH DE Number
    6391706
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    OpenAlex ID
    W2034102447
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