Stochastic analysis of life insurance surplus
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference17 articles.
1. Stochastic modelling of interest rates with applications to life contingencies—part II;Bellhouse;J. Risk Insurance,1981
2. A two-factor model for stochastic mortality with parameter uncertainty: theory and calibration;Cairns;J. Risk Insurance,2006
3. Stochastic pension fund modelling;Cairns;Insurance Math. Econom.,1997
4. Charles, J.M., 1994. Dynamic solvency testing [summary only]. In: General Insurance Convention.
5. Stochastic analysis in life office management: applications to large annuity portfolios;Coppola;Appl. Stoch. Models Bus. Ind.,2003
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