scientific article; zbMATH DE number 1037275

MaRDI QIDQ4345237zbMATH OpenFDO

Authors Thomas Siegl

Publication date 23 July 1997

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)

Recommendations

• scientific article; zbMATH DE number 1865407
• A stochastic interest model with an application to insurance
• Stochastic interest rate in life insurance: The principle of equivalence revisited
• Stochastic models in life insurance. Translation from the 2nd German edition.

Cited in

(4)

• scientific article; zbMATH DE number 6453521 (Why is no real title available?)
• Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio
• scientific article; zbMATH DE number 1336612 (Why is no real title available?)
• Financial and Demographic Risks of a Portfolio of Life Insurance Policies with Stochastic Interest Rates

Describes a project that uses

Uses Software

• Maple

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