Moments of the present value of a portfolio of policies
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Publication:4311652
DOI10.1080/03461238.1994.10413929zbMath0802.62091OpenAlexW2080731104MaRDI QIDQ4311652
Publication date: 30 October 1994
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1994.10413929
Ornstein-Uhlenbeck processinterest rateslife insuranceforce of interestrecursive calculationfirst three momentsfuture lifetimesmoments of insurance functionsportfolio of identical policiespresent value of insurance benefits
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