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Net reserve calculation for whole life insurance under mean-reverting stochastic interest rate models
Lyu, Haoqi, (2025)
An Augmented Variable Dirichlet Process mixture model for the analysis of dependent lifetimes
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Life insurance convexity
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On pricing and reserving with-profits life insurance contracts
Prieul, David, (2001)
The Value of Convexity : A Theoretical and Empirical Investigation
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