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    Statements

    author
    Emilia Di Lorenzo
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    Marilena Sibillo
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    Gerarda Tessitore
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    publication date
    25 April 2001
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    zbMATH Keywords
    force of interest
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    Ornstein-Uhlenbeck process
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    stochastic differential equation
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    present value function
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    temporary life annuity
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    \(n\)-year termlife insurance
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    Identifiers

    Mathematics Subject Classification ID
    60J60
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    91B30
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    62P05
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    60H10
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    91B70
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    zbMATH DE Number
    1591470
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