A class of life insurance reserve model and risk analysis in a stochastic interest rate environment

DOI10.1007/s11704-010-0512-6zbMath1267.91043OpenAlexW1973909187MaRDI QIDQ351999

Niannian Jia, Wei Qiu, Changqing Jia

Publication date: 4 July 2013

Published in: Frontiers of Computer Science in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11704-010-0512-6

zbMATH Keywords

stochastic interest rateloss variancereserve

Mathematics Subject Classification ID

Cites Work

• Interest and mortality randomness in some annuities
• Extra randomness in certain annuity models
• Moments of the present value of a portfolio of policies
• A time‐continuous markov chain interest model with applications to insurance

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