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Publication:2711695
DOI<269::AID-ASMB392>3.0.CO;2-F 10.1002/(SICI)1526-4025(199910/12)15:4<269::AID-ASMB392>3.0.CO;2-FzbMath0966.60079MaRDI QIDQ2711695
Emilia Di Lorenzo, Gerarda Tessitore, Marilena Sibillo
Publication date: 25 April 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
stochastic differential equationOrnstein-Uhlenbeck processforce of interest\(n\)-year termlife insurancepresent value functiontemporary life annuity
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Cites Work
- Unnamed Item
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
- Moments of the present value of a portfolio of policies
- Stochastic analysis of a portfolio of endowment insurance policies
- Thiele's differential equation with stochastic interest of diffusion type
- Stochastic Analysis of the Interaction Between Investment and Insurance Risks
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