The premium and the risk of a life policy in the presence of interest rate fluctuations (Q2485526): Difference between revisions
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scientific article
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English | The premium and the risk of a life policy in the presence of interest rate fluctuations |
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Statements
The premium and the risk of a life policy in the presence of interest rate fluctuations (English)
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5 August 2005
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Instantaneous interest rate
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Equivalence principle
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Natural premium
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Feynman-Kac formula
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Martingale
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Marcinkiewicz-Zygmund inequality
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