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Martingales in life insurance - MaRDI portal

Martingales in life insurance (Q3694498)

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scientific article
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English
Martingales in life insurance
scientific article

    Statements

    title
    Martingales in life insurance (English)
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    author
    Alex Papatriandafylou
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    Howard R. Waters
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    publication date
    1984
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    zbMATH Keywords
    stochastic discounting
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    life insurance contracts
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    prospective reserves
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    annual losses
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    probability of ruin
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    portfolio
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    cites work
    Q3868650
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    Identifiers

    zbMATH DE Number
    3919608
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    OpenAlex ID
    W2058372798
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