Moments of the present value of a portfolio of policies (Q4311652): Difference between revisions
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| Property / cites work: Interest and mortality randomness in some annuities / rank | |||
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| Property / cites work: Extra randomness in certain annuity models / rank | |||
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| Property / cites work: Stochastic models for bond prices, function space integrals and immunization theory / rank | |||
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| Property / cites work: Q3773148 / rank | |||
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| Property / cites work: The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding / rank | |||
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Latest revision as of 09:05, 23 May 2024
scientific article; zbMATH DE number 679622
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of the present value of a portfolio of policies |
scientific article; zbMATH DE number 679622 |
Statements
Moments of the present value of a portfolio of policies (English)
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30 October 1994
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recursive calculation
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moments of insurance functions
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life insurance
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present value of insurance benefits
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interest rates
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future lifetimes
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first three moments
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portfolio of identical policies
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force of interest
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Ornstein-Uhlenbeck process
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