Payment Measures, Interest, and Discounting

DOI10.1080/03461238.1990.10413870zbMath0734.62100OpenAlexW1488635295MaRDI QIDQ3361772

Ragnar Norberg

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1080/03461238.1990.10413870

zbMATH Keywords

axiomatic approachpayment streamsconsistent valuation rulestime-dependent forces of interest

Mathematics Subject Classification ID

Related Items (16)

Reserves in Life and Pension Insurance ⋮ An axiomatic approach to the valuation of cash flows ⋮ Markov models and Thiele's integral equations for the prospective reserve ⋮ Hattendorff's theorem and Thiele's differential equation generalized ⋮ Transaction time models in multi-state life insurance ⋮ Stochastic analysis of a portfolio of endowment insurance policies ⋮ Axioms for the valuation of payment streams: A topological vector space approach ⋮ Moments of the cash value of future payment streams arising from life insurance contracts. ⋮ Hattendorff's theorem for non-smooth continuous-time Markov models. I: Theory ⋮ Martingale Valuation of Cash Flows for Insurance and Interest Models ⋮ Stochastic Analysis of the Interaction Between Investment and Insurance Risks ⋮ Some remarks on actuarial payment functions ⋮ A stochastic interest model with an application to insurance ⋮ Some limiting properties of the bounds of the present value function of a life insurance portfolio ⋮ Ragnar Norberg (1945–2017): an actuary of a unique kind ⋮ Approximations for life annuity contracts in a stochastic financial environment

Cites Work

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