Approximations for life annuity contracts in a stochastic financial environment

DOI10.1016/j.insmatheco.2005.02.003zbMath1125.91064OpenAlexW1963502573MaRDI QIDQ2581779

Grzegorz Darkiewicz, Tom Hoedemakers, Marc J. Goovaerts

Publication date: 10 January 2006

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.02.003

zbMATH Keywords

Stop-loss premiumsStochastic interest ratesComonotonicityLife annuities

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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