Moments of the cash value of future payment streams arising from life insurance contracts.

DOI10.1016/j.insmatheco.2003.07.002zbMath1103.91359OpenAlexW2162830908MaRDI QIDQ1423338

Joanna Dębicka

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

zbMATH Keywords

Wiener processOrnstein--Uhlenbeck processCash value of the payment streaminterest and mortalityJoint randomness inPortfolio of policies

Mathematics Subject Classification ID

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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