On life insurance reserves in a stochastic mortality and interest rates environment (Q1974029): Difference between revisions

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-Étienne Marceau
@@ Property / author: Étienne Marceau / rank @@
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+Étienne Marceau
@@ Property / author: Étienne Marceau / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / cites work @@
+Extra randomness in certain annuity models
@@ Property / cites work: Extra randomness in certain annuity models / rank @@
+Normal rank
@@ Property / cites work @@
+Q3773148
@@ Property / cites work: Q3773148 / rank @@
+Normal rank
@@ Property / cites work @@
+Some further results on annuities certain with random interest
+Normal rank
@@ Property / cites work @@
+An analytical inversion of a Laplace transform related to annuities certain
+Normal rank
@@ Property / cites work @@
+Q4785512
@@ Property / cites work: Q4785512 / rank @@
+Normal rank
@@ Property / cites work @@
+The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
+Normal rank
@@ Property / cites work @@
+Q3129751
@@ Property / cites work: Q3129751 / rank @@
+Normal rank
@@ Property / cites work @@
+Reserves in Life and Pension Insurance
@@ Property / cites work: Reserves in Life and Pension Insurance / rank @@
+Normal rank
@@ Property / cites work @@
+A time‐continuous markov chain interest model with applications to insurance
+Normal rank
@@ Property / cites work @@
+Moments of the present value of a portfolio of policies
+Normal rank
@@ Property / cites work @@
+Stochastic analysis of a portfolio of endowment insurance policies
+Normal rank
@@ Property / cites work @@
+Stochastic Analysis of the Interaction Between Investment and Insurance Risks
+Normal rank
@@ Property / cites work @@
+A straightforward analytical calculation of the distribution of an annuity certain with stochastic interest rate
+Normal rank
@@ Property / Wikidata QID @@
+Q126408960
@@ Property / Wikidata QID: Q126408960 / rank @@
+Normal rank