Stochastic analysis in life office management: applications to large annuity portfolios (Q4455500): Difference between revisions
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| Property / cites work: Relative Importance of Risk Sources in Insurance Systems / rank | |||
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| Property / cites work: Stochastic Analysis of the Interaction Between Investment and Insurance Risks / rank | |||
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| Property / cites work: On probability distributions of present values in life insurance / rank | |||
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| Property / cites work: Differential equations for moments of present values in life insurance / rank | |||
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Latest revision as of 16:10, 6 June 2024
scientific article; zbMATH DE number 2058933
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic analysis in life office management: applications to large annuity portfolios |
scientific article; zbMATH DE number 2058933 |
Statements
Stochastic analysis in life office management: applications to large annuity portfolios (English)
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16 March 2004
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life annuity portfolio
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investment risk
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longevity risk
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random projected mortality tables
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insolvency risk
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Ornstein-Uhlenbeck process
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