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A stochastic theory of life insurance - MaRDI portal

A stochastic theory of life insurance (Q3793589)

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A stochastic theory of life insurance
scientific article

    Statements

    title
    A stochastic theory of life insurance (English)
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    author
    Anders Martin-Löf
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    publication date
    1986
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    zbMATH Keywords
    theory of life insurance
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    interest rate
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    random fluctuations
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    linear feedback
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    benefits
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    surplus
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    Martingale decomposition
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    60G44
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    60H10
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    zbMATH DE Number
    4058708
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    OpenAlex ID
    W1974107972
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