The premium and the risk of a life policy in the presence of interest rate fluctuations
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Publication:2485526
DOI10.1016/j.insmatheco.2004.07.004zbMath1117.91386OpenAlexW2001944429MaRDI QIDQ2485526
Nan Wang, Steven Haberman, Russell Gerrard
Publication date: 5 August 2005
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2004.07.004
MartingaleFeynman-Kac formulaMarcinkiewicz-Zygmund inequalityEquivalence principleInstantaneous interest rateNatural premium
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