Interest and mortality randomness in some annuities
type: Item
instance of: scholarly article
title: Interest and mortality randomness in some annuities
zbMATH Open document ID: 0711.62100
DOI: 10.1016/0167-6687(90)90033-A
author: John A. Beekman
author: Clinton P. Fuelling
published in: Insurance Mathematics \& Economics
publication date: 1990-01-01T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60J99
zbMATH DE Number: 4169930
zbMATH Keywords: random interest rates
zbMATH Keywords: joint randomness in interest and mortality
zbMATH Keywords: Ornstein-Uhlenbeck process
zbMATH Keywords: function space integrals
zbMATH Keywords: mean values
zbMATH Keywords: standard deviations
zbMATH Keywords: present values of future payment streams
zbMATH Keywords: contingency reserves
zbMATH Keywords: adverse interest
zbMATH Keywords: mortality experience
zbMATH Keywords: life annuity contracts
zbMATH Keywords: boundary crossing probabilities
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4169930