Stochastic analysis of a portfolio of endowment insurance policies (Q4322967): Difference between revisions

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Latest revision as of 11:55, 23 May 2024

scientific article; zbMATH DE number 722059
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English
Stochastic analysis of a portfolio of endowment insurance policies
scientific article; zbMATH DE number 722059

    Statements

    Stochastic analysis of a portfolio of endowment insurance policies (English)
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    3 April 1995
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    portfolio of policies
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    moments of insurance functions
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    portfolios of identical endowment insurance contracts
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    force of interest
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    Ornstein- Uhlenbeck process
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