Stochastic analysis of a portfolio of endowment insurance policies (Q4322967)
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scientific article; zbMATH DE number 722059
Language | Label | Description | Also known as |
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English | 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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