Moments of the present value of a portfolio of policies
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Publication:4311652
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Cites work
- scientific article; zbMATH DE number 4032883 (Why is no real title available?)
- Extra randomness in certain annuity models
- Interest and mortality randomness in some annuities
- Stochastic models for bond prices, function space integrals and immunization theory
- The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
Cited in
(21)- On life insurance reserves in a stochastic mortality and interest rates environment
- scientific article; zbMATH DE number 3108222 (Why is no real title available?)
- Bounds for present value functions with stochastic interest rates and stochastic volatility.
- A second order stochastic differential equation for the force of interest
- Approximations for life annuity contracts in a stochastic financial environment
- Stochastic interest model based on compound Poisson process and applications in actuarial science
- Moments of the cash value of future payment streams arising from life insurance contracts.
- Moments and distribution of the net present value of a serial project
- Some further ideas concerning the interaction between insurance and investment risks
- Some remarks concerning stochastic interest rates in relation to long term insurance policies
- Present value of some insurance portfolios
- Stochastic analysis of a portfolio of endowment insurance policies
- A class of life insurance reserve model and risk analysis in a stochastic interest rate environment
- Stochastic life annuities
- Optimal asset allocation for a general portfolio of life insurance policies
- Early surrender and the distribution of policy reserves
- Stochastic Analysis of the Interaction Between Investment and Insurance Risks
- scientific article; zbMATH DE number 2058125 (Why is no real title available?)
- A stochastic model for financial evaluation: Applications to actuarial constructs
- A stochastic model for the force of interest
- Dual random model of increasing life insurance for multiple-life status
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