scientific article; zbMATH DE number 1037275

zbMATH Open0871.62089MaRDI QIDQ4345237FDOQ4345237

Authors: Thomas Siegl 

Publication date: 23 July 1997

Title of this publication is not available (Why is that?)

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zbMATH Keywords

stochastic interest rateslife insurancestochastic discountingmaple package

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (4)

• Title not available (Why is that?)
• Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio
• Title not available (Why is that?)
• Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates

Uses Software

• Maple

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