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Approximations for life annuity contracts in a stochastic financial environment

  • Published:2005-10 Issue:2 Volume:37 Page:239-269
  • ISSN:0167-6687
  • Container-title:Insurance: Mathematics and Economics
  • language:en
  • Short-container-title:Insurance: Mathematics and Economics

Author:

Hoedemakers Tom,Darkiewicz Grzegorz,Goovaerts Marc

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference35 articles.

1. Optimal portfolio selection: applications in insurance business;Ahcan,2004

2. Stochastic Differential Equations: Theory and Applications;Arnold,1974

3. Interest and mortality randomness in some annuities;Beekman;Insur. Math. Econ.,1990

4. Extra randomness in certain annuity models;Beekman;Insur. Math. Econ.,1991

5. One approach to dual randomness in life insurance;Beekman;Scand. Actuarial J.,1993

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