Present value of some insurance portfolios

DOI10.1080/03461238.1997.10413975zbMath0928.62103MaRDI QIDQ4248558

Jostein Paulsen

Publication date: 10 January 2000

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

Full work available at URL: https://doi.org/10.1080/03461238.1997.10413975

zbMATH Keywords

Poisson processes; present value; stochastic discounting

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

65C99: Probabilistic methods, stochastic differential equations

Related Items

Exponential bounds of ruin probabilities for non-homogeneous risk models, Continuous-time perpetuities and time reversal of diffusions, A uniform asymptotic estimate for discounted aggregate claims with subexponential tails, Present value distributions with applications to ruin theory and stochastic equations

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