A linear algebraic method for pricing temporary life annuities and insurance policies
type: Item
instance of: scholarly article
title: A linear algebraic method for pricing temporary life annuities and insurance policies
zbMATH Open document ID: 1231.91172
author: P. Date
author: Rogemar Mamon
author: Luka Jalen
author: I-Chieh Wang
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
full work available at URL: http://bura.brunel.ac.uk/handle/2438/4293
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 6004736
zbMATH Keywords: stochastic interest rate models
zbMATH Keywords: stochastic mortality models
zbMATH Keywords: annuity pricing
zbMATH Keywords: insurance premium
MaRDI profile type: Publication
OpenAlex ID: W1978528246
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DOI: 10.1016/J.INSMATHECO.2010.04.004
description: scientific article; zbMATH DE number 6004736