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 |
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 |
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