A class of life insurance reserve model and risk analysis in a stochastic interest rate environment
type: Item
instance of: scholarly article
title: A class of life insurance reserve model and risk analysis in a stochastic interest rate environment
zbMATH Open document ID: 1267.91043
author: Niannian Jia
author: Changqing Jia
author: Wei Qiu
published in: Frontiers of Computer Science in China
publication date: 2013-07-04T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G30
zbMATH DE Number: 6183819
zbMATH Keywords: reserve
zbMATH Keywords: loss variance
zbMATH Keywords: stochastic interest rate
MaRDI profile type: Publication
full work available at URL: s11704-010-0512-6
OpenAlex ID: W1973909187
cites work: Interest and mortality randomness in some annuities
cites work: Extra randomness in certain annuity models
cites work: Moments of the present value of a portfolio of policies
cites work: A time‐continuous markov chain interest model with applications to insurance
DOI: 10.1007/S11704-010-0512-6
description: scientific article; zbMATH DE number 6183819