scientific article; zbMATH DE number 591100
zbMATH Open0792.62092MaRDI QIDQ4296401FDOQ4296401
Authors: John A. Beekman, Clinton P. Fuelling 
Publication date: 26 July 1994
Title of this publication is not available (Why is that?)
Recommendations
- Interest and mortality randomness in some annuities
- Joint-life insurance under random rates of interest
- Dual random model of increasing life insurance for multiple-life status
- On the underwriting gain of a whole life insurance in a dual random environment
- scientific article; zbMATH DE number 1187288
tablesOrnstein-Uhlenbeck processWiener processmean valueadverse interestcontingency reservesjoint randomness in interest and mortalitymortality experiencerandom interest ratesstandard deviationsportfolio of life insurance policiesfuture life insurance paymentpremium margins
Exact distribution theory in statistics (62E15) Inference from stochastic processes (62M99) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Cited In (11)
- Joint-life insurance under random rates of interest
- On the underwriting gain of a whole life insurance in a dual random environment
- The present value of a stochastic perpetuity and the gamma distribution
- Approximations for life annuity contracts in a stochastic financial environment
- Moments of the cash value of future payment streams arising from life insurance contracts.
- Some limiting properties of the bounds of the present value function of a life insurance portfolio
- A modern approach to modeling insurances on two lives
- Title not available (Why is that?)
- Interest and mortality randomness in some annuities
- Early surrender and the distribution of policy reserves
- Dual random model of increasing life insurance for multiple-life status
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