Life anuities with stochastic survival probabilities: A review

DOI10.1007/S11009-008-9076-4zbMATH Open1170.91409OpenAlexW2166262549MaRDI QIDQ835685FDOQ835685

Publication date: 31 August 2009

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-008-9076-4

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Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Inequalities; stochastic orderings (60E15)

Cites Work

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Cited In (10)

Stochastic analysis in life office management: applications to large annuity portfolios
Association and heterogeneity of insured lifetimes in the Lee–Carter framework
Stochastic actuarial valuations in double-indexed pension annuity assessment
Approximations for life annuity contracts in a stochastic financial environment
“Stochastic Annuities,” Daniel Dufresne, January 2007
Analysis of survivorship life insurance portfolios with stochastic rates of return
An application of comonotonicity theory in a stochastic life annuity framework
Efficient approximations for numbers of survivors in the Lee-Carter model
Title not available (Why is that?)
Stochastic calculus as a tool in survival analysis: A review

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