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A class of life insurance reserve model and risk analysis in a stochastic interest rate environment - MaRDI portal

A class of life insurance reserve model and risk analysis in a stochastic interest rate environment (Q351999)

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scientific article; zbMATH DE number 6183819
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English
A class of life insurance reserve model and risk analysis in a stochastic interest rate environment
scientific article; zbMATH DE number 6183819

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    A class of life insurance reserve model and risk analysis in a stochastic interest rate environment (English)
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    4 July 2013
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    reserve
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    loss variance
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    stochastic interest rate
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