Net premium reserve in life insurance under Vasicek model with jumps (Q4984598)
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scientific article; zbMATH DE number 7339045
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Net premium reserve in life insurance under Vasicek model with jumps |
scientific article; zbMATH DE number 7339045 |
Statements
26 April 2021
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stochastic interest model
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compound Poisson process
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Ornstein-Uhlenbeck process
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life insurance
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net premium reserve
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0.800235390663147
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0.7949361205101013
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0.7766777873039246
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0.7750953435897827
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