Moments of the cash value of future payment streams arising from life insurance contracts.
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Publication:1423338
DOI10.1016/j.insmatheco.2003.07.002zbMath1103.91359OpenAlexW2162830908MaRDI QIDQ1423338
Publication date: 14 February 2004
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2003.07.002
Wiener processOrnstein--Uhlenbeck processCash value of the payment streaminterest and mortalityJoint randomness inPortfolio of policies
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Related Items (3)
Stochastic interest model based on compound Poisson process and applications in actuarial science ⋮ An approach to the study of multistate insurance contracts ⋮ Approximations for life annuity contracts in a stochastic financial environment
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