A portfolio of endowment policies and its limiting distribution

ASTIN Bulletin

Volumn 26, Issue 1, 1996, Pages 25-33

  Parker, Gary ^a  

^a SIMON FRASER UNIVERSITY   (Canada)

Author keywords

Force of interest; Limiting distribution; Ornstein Uhlenbeck process; Portfolio of policies; Present value function; White Noise process

Indexed keywords

EID: 85011453161     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.26.1.563231     Document Type: Article

References (15)

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