Martingales in life insurance
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Publication:3694498
DOI10.1080/03461238.1984.10413769zbMath0575.62087OpenAlexW2058372798MaRDI QIDQ3694498
Alex Papatriandafylou, Howard R. Waters
Publication date: 1984
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1984.10413769
portfolioprobability of ruinstochastic discountingprospective reserveslife insurance contractsannual losses
Applications of statistics to actuarial sciences and financial mathematics (62P05) Martingales with discrete parameter (60G42)
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Cites Work