Stochastic analysis of a portfolio of endowment insurance policies (Q4322967)

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scientific article; zbMATH DE number 722059
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Stochastic analysis of a portfolio of endowment insurance policies
scientific article; zbMATH DE number 722059

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    Stochastic analysis of a portfolio of endowment insurance policies (English)
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    3 April 1995
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    portfolio of policies
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    moments of insurance functions
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    portfolios of identical endowment insurance contracts
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    force of interest
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    Ornstein- Uhlenbeck process
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