Moments of the cash value of future payment streams arising from life insurance contracts. (Q1423338)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Moments of the cash value of future payment streams arising from life insurance contracts.
scientific article

    Statements

    Moments of the cash value of future payment streams arising from life insurance contracts. (English)
    0 references
    0 references
    14 February 2004
    0 references
    0 references
    Portfolio of policies
    0 references
    Cash value of the payment stream
    0 references
    Joint randomness in
    0 references
    interest and mortality
    0 references
    Wiener process
    0 references
    Ornstein--Uhlenbeck process
    0 references
    0 references