Stochastic Analysis of the Interaction Between Investment and Insurance Risks (Q5718254): Difference between revisions

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+https://doi.org/10.1080/10920277.1997.10595604
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+W2293627806
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@@ Property / cites work @@
+Q4404205
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+Interest and mortality randomness in some annuities
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+Extra randomness in certain annuity models
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+Q3773148
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+Stochastic discounting
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+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+Some further results on annuities certain with random interest
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+Remarks on the methodology introduced by Goovaerts et al
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+The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
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+Payment Measures, Interest, and Discounting
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+Reserves in Life and Pension Insurance
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+Q3711562
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+Some remarks concerning stochastic interest rates in relation to long term insurance policies
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+Moments of the present value of a portfolio of policies
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+Stochastic analysis of a portfolio of endowment insurance policies
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+A second order stochastic differential equation for the force of interest
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+An equilibrium characterization of the term structure
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+The recursive calculation of the moments of the profit on a sickness insurance policy
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@@ links / mardi / name / links / mardi / name @@
+Publication:5718254