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

zbMATH Open1097.60504MaRDI QIDQ5483771FDOQ5483771

Authors: Qiaomei Yang, Jiajun Liu 

Publication date: 23 August 2006

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zbMATH Keywords

mortalityPoisson processexpected valueinterest ratedecomposition model

Mathematics Subject Classification ID

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

Cited In (1)

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

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