Approximations for life annuity contracts in a stochastic financial environment (Q2581779): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q4404205 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Interest and mortality randomness in some annuities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Extra randomness in certain annuity models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4296401 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3773148 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Benchmarking, portfolio insurance and technical analysis: a Monte Carlo comparison of dynamic strategies of asset allocation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moments of the cash value of future payment streams arising from life insurance contracts. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3723577 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The concept of comonotonicity in actuarial science and finance: theory. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The concept of comonotonicity in actuarial science and finance: applications. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Confidence bounds for discounted loss reserves. / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the distribution of discounted loss reserves using generalized linear models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Upper and lower bounds for sums of random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Payment Measures, Interest, and Discounting / rank
 
Normal rank
Property / cites work
 
Property / cites work: Moments of the present value of a portfolio of policies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic analysis of a portfolio of endowment insurance policies / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Analysis of the Interaction Between Investment and Insurance Risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic models for life contingencies / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Dual Theory of Choice under Risk / rank
 
Normal rank

Latest revision as of 14:02, 11 June 2024

scientific article
Language Label Description Also known as
English
Approximations for life annuity contracts in a stochastic financial environment
scientific article

    Statements

    Approximations for life annuity contracts in a stochastic financial environment (English)
    0 references
    0 references
    0 references
    0 references
    10 January 2006
    0 references
    Life annuities
    0 references
    Stochastic interest rates
    0 references
    Comonotonicity
    0 references
    Stop-loss premiums
    0 references

    Identifiers