Die Entwicklung von Rentnerbeständen als stochastischer Prozeß

DOI10.1007/BF02809468zbMath0723.62071MaRDI QIDQ3210747

Herbert Lüthy

Publication date: 1989

Published in: Blätter der DGVFM (Search for Journal in Brave)

zbMATH Keywords

martingalesPoisson distributionmoment generating functionKolmogorov inequalitystop-loss premiumreinsurancesubmartingalesprobability of ruinexponential principleinflation compensationdistribution of the number of annuitantslimit value theoremsmodels of financingutility principle

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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