scientific article; zbMATH DE number 591100
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Publication:4296401
zbMath0792.62092MaRDI QIDQ4296401
Clinton P. Fuelling, John A. Beekman
Publication date: 26 July 1994
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
tablesWiener processOrnstein-Uhlenbeck processmean valueadverse interestcontingency reservesjoint randomness in interest and mortalitymortality experiencerandom interest ratesstandard deviationsportfolio of life insurance policiesfuture life insurance paymentpremium margins
Applications of statistics to actuarial sciences and financial mathematics (62P05) Exact distribution theory in statistics (62E15) Inference from stochastic processes (62M99)
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The present value of a stochastic perpetuity and the gamma distribution ⋮ Early surrender and the distribution of policy reserves ⋮ Moments of the cash value of future payment streams arising from life insurance contracts. ⋮ Some limiting properties of the bounds of the present value function of a life insurance portfolio ⋮ Approximations for life annuity contracts in a stochastic financial environment
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