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- W162601966 abstract "Many papers have appeared recently in the actuarial literature on the problem of studying portfolios of insurance policies when both mortality and interest rates are random. This paper shows how the currently known results for portfolios of identical policies can be extended to portfolios of policies sold to policyholders with different mortality rates (e.g. male female, smoker non-smoker) and with different face amounts. Using an Grnstein-Uhlenbeck process for the interest rates, a hypothetical portfolio of temporary insurance policies is used to illustrate the results." @default.
- W162601966 created "2016-06-24" @default.
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- W162601966 date "2002-01-01" @default.
- W162601966 modified "2023-09-26" @default.
- W162601966 title "STOCHASTIC ANALYSIS OF AN INSURANCE PORTFOLIO" @default.
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