Level premiums model for portfolio of life insurance policies with stochastic interest rate
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Publication:3501475
zbMATH Open1150.91428MaRDI QIDQ3501475FDOQ3501475
Publication date: 3 June 2008
Recommendations
- On life insurance reserves in a stochastic mortality and interest rates environment
- The premium and the risk of a life policy in the presence of interest rate fluctuations
- Stochastic analysis of a portfolio of endowment insurance policies
- Stochastic analysis of life insurance surplus
- Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates
Cited In (4)
- The premium and the risk of a life policy in the presence of interest rate fluctuations
- Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process
- Moments of the present value of a portfolio of policies
- Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates
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