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A stochastic theory of life insurance - MaRDI portal

A stochastic theory of life insurance

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Publication:3793589

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DOI10.1080/03461238.1986.10413795zbMath0648.62104OpenAlexW1974107972MaRDI QIDQ3793589

Anders Martin-Löf

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03461238.1986.10413795

zbMATH Keywords

interest rate linear feedback benefits surplus random fluctuations Martingale decomposition theory of life insurance

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Martingales with continuous parameter (60G44)

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Risk comparisons of premium rules: Optimality and a life insurance study

Cites Work

Martingales in life insurance

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