Present value of some insurance portfolios
DOI10.1080/03461238.1997.10413975zbMATH Open0928.62103OpenAlexW2001570254MaRDI QIDQ4248558FDOQ4248558
Authors: 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
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Probabilistic methods, stochastic differential equations (65C99) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cited In (9)
- Barwerte von Renten mit Dynamik
- A uniform asymptotic estimate for discounted aggregate claims with subexponential tails
- Present value distributions with applications to ruin theory and stochastic equations
- Exponential bounds of ruin probabilities for non-homogeneous risk models
- Moments of the present value of a portfolio of policies
- Linear generalized stochastic systems for insurance portfolios
- Berechnung von barwerten bei periodischer zinsentwicklung
- Computing present values by the AGM
- Continuous-time perpetuities and time reversal of diffusions
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