Life Insurance with Stochastic Interest Rates

Hans Bühlmann
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Hans Bühlmann: ETH, Mathematik

A chapter in Financial Risk in Insurance, 2000, pp 1-24 from Springer

Abstract: Abstract The basic building stones of the model are the individual policies. Each policy defines a stream of stochastic cash payments in the time points 0, 1, …, n.

Keywords: Interest Rate; Discount Factor; Term Structure; Life Insurance; Call Option (search for similar items in EconPapers)
Date: 2000
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-57846-5_1

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DOI: 10.1007/978-3-642-57846-5_1

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