Stochastic analysis in life office management: applications to large annuity portfolios (Q4455500)
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scientific article; zbMATH DE number 2058933
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic analysis in life office management: applications to large annuity portfolios |
scientific article; zbMATH DE number 2058933 |
Statements
Stochastic analysis in life office management: applications to large annuity portfolios (English)
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16 March 2004
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life annuity portfolio
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investment risk
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longevity risk
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random projected mortality tables
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insolvency risk
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Ornstein-Uhlenbeck process
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