scientific article; zbMATH DE number 1336612

DOI10.1002/(SICI)1099-0747(199812)14:4%3C335::AID-ASM352%3E3.0.CO;2-XMaRDI QIDQ4258749zbMATH OpenFDO

Authors Gary Parker

Publication date 14 September 1999

Full work available at URL https://doi.org/10.1002/(SICI)1099-0747(199812)14:4%3C335::AID-ASM352%3E3.0.CO;2-X

zbMATH Keywords

accumulated valuediscounted valueinsurance cash flowsOrnstein-Uhlenbeck process

Mathematics Subject Classification ID

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• A stochastic interest model with an application to insurance
• Bounds for present value functions with stochastic interest rates and stochastic volatility.
• A stability result for the HARA class with stochastic interest rates.
• A stochastic integral arising in discounting continuous cash flows and certain transformed characteristic functions
• A counting process approach to stochastic interest
• Risk measures and behaviors for bonds under stochastic interest rate models
• Analysis of survivorship life insurance portfolios with stochastic rates of return
• Stochastic analysis of life insurance surplus
• A stochastic model for financial evaluation: Applications to actuarial constructs
• Interest randomness and differential equations
• Stochastic Interest Rates

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