Stochastic interest model driven by compound Poisson process and Brownian motion with applications in life contingencies
Year of publication: |
2018
|
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Authors: | Li, Shilong ; Zhao, Xia ; Yin, Chuancun ; Huang, Zhiyue |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 2.2018, 1, p. 246-260
|
Subject: | compound Poisson process | Brownian motion | force of interest | expected discounted function | life annuity | actuarial present values | Theorie | Theory | Stochastischer Prozess | Stochastic process | Versicherungsmathematik | Actuarial mathematics | Finanzmathematik | Mathematical finance |
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