Stochastic Actuarial Valuations in Double-Indexed Pension Annuity Assessment

DOI10.1007/978-3-319-02499-8_14zbMath1418.91236OpenAlexW160350136MaRDI QIDQ4561910

Albina Orlando, Emilia Di Lorenzo, Marilena Sibillo

Publication date: 13 December 2018

Published in: Mathematical and Statistical Methods for Actuarial Sciences and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-02499-8_14

zbMATH Keywords

longevity riskvariable annuitylife annuityrisk driveradministrative expense

Mathematics Subject Classification ID

Cites Work

• Interest rate models -- theory and practice. With smile, inflation and credit
• Longevity-Indexed Life Annuities

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