Stochastic analysis in life office management: applications to large annuity portfolios (Q4455500)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Stochastic analysis in life office management: applications to large annuity portfolios |
scientific article; zbMATH DE number 2058933
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Stochastic analysis in life office management: applications to large annuity portfolios |
scientific article; zbMATH DE number 2058933 |
Statements
Stochastic analysis in life office management: applications to large annuity portfolios (English)
0 references
16 March 2004
0 references
life annuity portfolio
0 references
investment risk
0 references
longevity risk
0 references
random projected mortality tables
0 references
insolvency risk
0 references
Ornstein-Uhlenbeck process
0 references
0.8130146861076355
0 references
0.7989493012428284
0 references
0.7986571192741394
0 references
0.7986570596694946
0 references
