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Risk theory of the second and third kind : 074012 (M11) Embrechts P., Department of Mathematics, Switzerland, Scandinavian Actuarial Journal, Harald Cramér Symposium, nr. 1, 1995, pp. 35–43

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
114 KB
Volume
17
Category
Article
ISSN
0167-6687

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✦ Synopsis

Abstracts and Reviews chain. The homogeneity of the interest process gives rise to explicit formulae for expected values of some stationary functionals, e.g. moments of a perpetuity.

$._~_ Applications are made to some standard forms of insurance.

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chain. The homogeneity of the interest process gives rise to explicit formulae for expected values of some stationary functionals, e.g. moments of a perpetuity. $.\_~\_ Applications are made to some standard forms of insurance.