scientific article; zbMATH DE number 591100

MaRDI QIDQ4296401zbMATH OpenFDO

Authors John A. Beekman, Clinton P. Fuelling

Publication date 26 July 1994

zbMATH Keywords

tablesOrnstein-Uhlenbeck processWiener processmean valueadverse interestcontingency reservesjoint randomness in interest and mortalitymortality experiencerandom interest ratesstandard deviationsportfolio of life insurance policiesfuture life insurance paymentpremium margins

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Inference from stochastic processes (62M99) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Dual random model of increasing life insurance for multiple-life status

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