Moments of the present value of a portfolio of policies (Q4311652)
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scientific article; zbMATH DE number 679622
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| default for all languages | No label defined |
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| English | Moments of the present value of a portfolio of policies |
scientific article; zbMATH DE number 679622 |
Statements
Moments of the present value of a portfolio of policies (English)
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30 October 1994
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recursive calculation
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moments of insurance functions
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life insurance
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present value of insurance benefits
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interest rates
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future lifetimes
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first three moments
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portfolio of identical policies
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force of interest
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Ornstein-Uhlenbeck process
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0.8853347301483154
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0.8853347301483154
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0.8436462879180908
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0.8248408436775208
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