Approximations for life annuity contracts in a stochastic financial environment (Q2581779)

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Approximations for life annuity contracts in a stochastic financial environment
scientific article

    Statements

    title
    Approximations for life annuity contracts in a stochastic financial environment (English)
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    author
    Tom Hoedemakers
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    Grzegorz Darkiewicz
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    Marc J. Goovaerts
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    publication date
    10 January 2006
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    zbMATH Keywords
    Life annuities
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    Stochastic interest rates
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    Comonotonicity
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    Stop-loss premiums
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91B28
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    62P05
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    zbMATH DE Number
    2245235
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    OpenAlex ID
    W1963502573
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