The premium and the risk of a life policy in the presence of interest rate fluctuations (Q2485526): Difference between revisions

@@ Property / author @@
-Russell Gerrard
@@ Property / author: Russell Gerrard / rank @@
-Normal rank
@@ Property / author @@
+Russell Gerrard
@@ Property / author: Russell Gerrard / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2004.07.004
+Normal rank
@@ Property / OpenAlex ID @@
+W2001944429
@@ Property / OpenAlex ID: W2001944429 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic expansions for the moments of a randomly stopped average
+Normal rank
@@ Property / cites work @@
+Valuation of guaranteed annuity conversion options.
+Normal rank
@@ Property / cites work @@
+Interest and mortality randomness in some annuities
+Normal rank
@@ Property / cites work @@
+Extra randomness in certain annuity models
@@ Property / cites work: Extra randomness in certain annuity models / rank @@
+Normal rank
@@ Property / cites work @@
+Q4359973
@@ Property / cites work: Q4359973 / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Interest randomness in annuities certain
@@ Property / cites work: Interest randomness in annuities certain / rank @@
+Normal rank
@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
+Normal rank
@@ Property / cites work @@
+The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
+Normal rank
@@ Property / cites work @@
+Generalized Life Insurance: Ruin Probabilities
@@ Property / cites work: Generalized Life Insurance: Ruin Probabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Fair valuation of life insurance liabilities: The impact of interest rate guarantees, surrender options, and bonus policies
+Normal rank
@@ Property / cites work @@
+Q4255119
@@ Property / cites work: Q4255119 / rank @@
+Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Function space integration for annuities.
@@ Property / cites work: Function space integration for annuities. / rank @@
+Normal rank
@@ Property / cites work @@
+Annuities with controlled random interest rates.
@@ Property / cites work: Annuities with controlled random interest rates. / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2485526