Interest and mortality randomness in some annuities (Q923581)
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scientific article; zbMATH DE number 4169930
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Interest and mortality randomness in some annuities |
scientific article; zbMATH DE number 4169930 |
Statements
Interest and mortality randomness in some annuities (English)
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1990
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random interest rates
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joint randomness in interest and mortality
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Ornstein-Uhlenbeck process
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function space integrals
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mean values
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standard deviations
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present values of future payment streams
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contingency reserves
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adverse interest
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mortality experience
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life annuity contracts
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boundary crossing probabilities
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0.8538082242012024
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0.8538082242012024
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0.8233524560928345
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0.8193976879119873
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