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Moments of the cash value of future payment streams arising from life insurance contracts

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  • Debicka, Joanna

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  • Debicka, Joanna, 2003. "Moments of the cash value of future payment streams arising from life insurance contracts," Insurance: Mathematics and Economics, Elsevier, vol. 33(3), pages 533-550, December.
    • Handle: RePEc:eee:insuma:v:33:y:2003:i:3:p:533-550
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    References listed on IDEAS

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    1. Gary Parker, 1997. "Stochastic Analysis of the Interaction Between Investment and Insurance Risks," North American Actuarial Journal, Taylor & Francis Journals, vol. 1(2), pages 55-71.
    2. Parker, Gary, 1994. "Limiting Distribution of the Present Value of a Portfolio," ASTIN Bulletin, Cambridge University Press, vol. 24(1), pages 47-60, May.
    3. Garrido, Jose, 1988. "Diffusion premiums for claim severities subject to inflation," Insurance: Mathematics and Economics, Elsevier, vol. 7(2), pages 123-129, April.
    4. Dhaene, J. & Denuit, M. & Goovaerts, M. J. & Kaas, R. & Vyncke, D., 2002. "The concept of comonotonicity in actuarial science and finance: theory," Insurance: Mathematics and Economics, Elsevier, vol. 31(1), pages 3-33, August.
    5. Dhaene, J. & Denuit, M. & Goovaerts, M. J. & Kaas, R. & Vyncke, D., 2002. "The concept of comonotonicity in actuarial science and finance: applications," Insurance: Mathematics and Economics, Elsevier, vol. 31(2), pages 133-161, October.
    6. Beekman, John A. & Fuelling, Clinton P., 1990. "Interest and mortality randomness in some annuities," Insurance: Mathematics and Economics, Elsevier, vol. 9(2-3), pages 185-196, September.
    7. Parker, Gary, 1996. "A portfolio of endowment policies and its limiting distribution," ASTIN Bulletin, Cambridge University Press, vol. 26(1), pages 25-33, May.
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