Stochastic interest model driven by compound Poisson process and Brownian motion with applications in life contingencies

Author:

Li Shilong, ,Zhao Xia,Yin Chuancun,Huang Zhiyue, ,

Publisher

American Institute of Mathematical Sciences (AIMS)

Subject

Development,Geography, Planning and Development

Reference24 articles.

1. Interest and mortality randomness in some annuities;Beekman J, Fueling C;Insur Math Econ

2. Extra randomness in certain annuity models

3. Bellhouse DR, Panjer HH (1980)Stochastic modelling of interest rates with applications to life contingencies: Part I. J Risk Insur

4. Stochastic modelling of interest rates with applications to life contingencies: Part II;Bellhouse DR, Panjer HH;J Risk Insur

5. Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund;Boulier J, Huang S, Taillard G;Insur Math Econ

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