Stochastic interest model driven by compound Poisson process and Brownian motion with applications in life contingencies
Shilong Li, Xia Zhao, Chuancun Yin, Zhiyue Huang
| 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
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| Subject: | compound Poisson process | Brownian motion | force of interest | expected discounted function | life annuity | actuarial present values | Stochastischer Prozess | Stochastic process | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Finanzmathematik | Mathematical finance | Lebensversicherung | Life insurance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3934/QFE.2018.1.246 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012137937