Insurance Considering a New Stochastic Model for the Discount Factor

DOI10.1080/034612300750066719zbMath0961.60059OpenAlexW2057497467MaRDI QIDQ2703234

Miguel A. Usábel

Publication date: 1 March 2001

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: http://eprints.ucm.es/27018/1/9719.pdf

zbMATH Keywords

Fourier transformLaplace transformstochastic discount factorterm insurancerenewal integral equations

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Renewal theory (60K05)

Cites Work

• Numerical inversion of the Laplace transform: a survey and comparison of methods
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