On life insurance reserves in a stochastic mortality and interest rates environment
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Publication:1974029
DOI10.1016/S0167-6687(99)00019-0zbMath0941.91038WikidataQ126408960 ScholiaQ126408960MaRDI QIDQ1974029
Patrice Gaillardetz, Étienne Marceau
Publication date: 8 May 2000
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(99)00019-0
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Cites Work
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- Some further results on annuities certain with random interest
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- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
- Reserves in Life and Pension Insurance
- Moments of the present value of a portfolio of policies
- Stochastic analysis of a portfolio of endowment insurance policies
- A time‐continuous markov chain interest model with applications to insurance
- Stochastic Analysis of the Interaction Between Investment and Insurance Risks
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