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scientific article; zbMATH DE number 1336612

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Publication:4258749
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DOI<335::AID-ASM352>3.0.CO;2-X 10.1002/(SICI)1099-0747(199812)14:4<335::AID-ASM352>3.0.CO;2-XzbMath0924.90022MaRDI QIDQ4258749

Gary Parker

Publication date: 14 September 1999


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Ornstein-Uhlenbeck processdiscounted valueaccumulated valueinsurance cash flows


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (3)

Analysis of survivorship life insurance portfolios with stochastic rates of return ⋮ Bounds for present value functions with stochastic interest rates and stochastic volatility. ⋮ Stochastic analysis of life insurance surplus




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