The premium and the risk of a life policy in the presence of interest rate fluctuations (Q2485526)

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The premium and the risk of a life policy in the presence of interest rate fluctuations
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    The premium and the risk of a life policy in the presence of interest rate fluctuations (English)
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    5 August 2005
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    Instantaneous interest rate
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    Equivalence principle
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    Natural premium
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    Feynman-Kac formula
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    Martingale
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    Marcinkiewicz-Zygmund inequality
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