Thiele's differential equation with stochastic interest of diffusion type

Scandinavian Actuarial Journal

Volumn 1996, Issue 1, 1996, Pages 37-49

  Norberg, Ragnar ^a   Møller, Christian Max ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Life insurance; Reserves; Stochastic differential equations; Stochastic discounting

Indexed keywords

EID: 85011455915     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.1996.10413961     Document Type: Article

References (15)

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