A two-account model of pension saving contracts

DOI10.1080/03461230802090406zbMath1224.91086OpenAlexW2015605118MaRDI QIDQ3077735

Stephan Waldstrøm, Mogens Steffensen

Publication date: 22 February 2011

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230802090406

zbMATH Keywords

stochastic differential equationfinite difference methodpartial differential equationcontingent claimswith-profit insurance

Mathematics Subject Classification ID

Related Items (1)

Scenario-based life insurance prognoses in a multi-state Markov model

Cites Work

• Minimum Rate of Return Guarantees: The Danish Case
• On accounting standards and fair valuation of life insurance and pension liabilities
• Guaranteed Investment Contracts: Distributed and Undistributed Excess Return
• Fair Valuation of Various Participation Schemes in Life Insurance

This page was built for publication: A two-account model of pension saving contracts