Approximations for life annuity contracts in a stochastic financial environment
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Publication:2581779
DOI10.1016/j.insmatheco.2005.02.003zbMath1125.91064MaRDI QIDQ2581779
Grzegorz Darkiewicz, Tom Hoedemakers, Marc J. Goovaerts
Publication date: 10 January 2006
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.02.003
62P05: Applications of statistics to actuarial sciences and financial mathematics
Related Items
Stochastic Life Annuities, Annuity Uncertainty with Stochastic Mortality and Interest Rates, Stochastic interest model based on compound Poisson process and applications in actuarial science, An application of comonotonicity theory in a stochastic life annuity framework, Analysis of survivorship life insurance portfolios with stochastic rates of return, A closed-form expression for the quantile function of the Gompertz-Makeham distribution, Stochastic analysis of life insurance surplus, Efficient approximations for numbers of survivors in the Lee-Carter model
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