Some limiting properties of the bounds of the present value function of a life insurance portfolio (Q5441529)
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scientific article; zbMATH DE number 5235491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some limiting properties of the bounds of the present value function of a life insurance portfolio |
scientific article; zbMATH DE number 5235491 |
Statements
Some limiting properties of the bounds of the present value function of a life insurance portfolio (English)
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15 February 2008
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convex order
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comonotonicity
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present value function
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Black-Scholes model
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