Present value of some insurance portfolios
From MaRDI portal
Publication:4248558
DOI10.1080/03461238.1997.10413975zbMath0928.62103OpenAlexW2001570254MaRDI QIDQ4248558
Publication date: 10 January 2000
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1997.10413975
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (4)
Present value distributions with applications to ruin theory and stochastic equations ⋮ A uniform asymptotic estimate for discounted aggregate claims with subexponential tails ⋮ Continuous-time perpetuities and time reversal of diffusions ⋮ Exponential bounds of ruin probabilities for non-homogeneous risk models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A martingale approach to premium calculation principles in an arbitrage free market
- Delay in claim settlement
- Point processes and queues. Martingale dynamics
- Martingales and stochastic integrals in the theory of continuous trading
- Reinsurance in arbitrage-free markets
- Stochastic models for bond prices, function space integrals and immunization theory
- A survey of stochastic continuous time models of the term structure of interest rates
- A stochastic calculus model of continuous trading: Complete markets
- Risk theory in a stochastic economic environment
- A Theory of the Term Structure of Interest Rates
- Moments of the present value of a portfolio of policies
- Consols In the Cir Model
- BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES
- An equilibrium characterization of the term structure
- Letter to the Editor—The Output of an M/G/∞ Queuing System is Poisson
This page was built for publication: Present value of some insurance portfolios
