Some applications of stochastic processes in the accurate calculation of life-insurance premium

MaRDI QIDQ5483771zbMATH OpenFDO

Authors Qiaomei Yang, Jiajun Liu

Publication date 23 August 2006

zbMATH Keywords

mortalityPoisson processexpected valueinterest ratedecomposition model

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

Recommendations

• scientific article; zbMATH DE number 1067030
• scientific article; zbMATH DE number 2169332
• Non-life insurance mathematics. An introduction with the Poisson process
• Convergence of insurance payout stochastic processes to generalized Poisson process
• scientific article; zbMATH DE number 1865407

Cited in

(1)

• Die Methode der verzerrten Wahrscheinlichkeiten in der Lebens- und Rentenversicherung

This page was built for publication: Some applications of stochastic processes in the accurate calculation of life-insurance premium

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5483771)