Li, Shilong; Yin, Chuancun; Zhao, Xia; Dai, Hongshuai Stochastic interest model based on compound Poisson process and applications in actuarial science. (English) Zbl 1427.91237 Math. Probl. Eng. 2017, Article ID 3472319, 8 p. (2017). MSC: 91G05 91G30 62P05 PDF BibTeX XML Cite \textit{S. Li} et al., Math. Probl. Eng. 2017, Article ID 3472319, 8 p. (2017; Zbl 1427.91237) Full Text: DOI OpenURL
Dębicka, Joanna An approach to the study of multistate insurance contracts. (English) Zbl 1286.91066 Appl. Stoch. Models Bus. Ind. 29, No. 3, 224-240 (2013). MSC: 91B30 91G30 60J20 91G10 60H30 PDF BibTeX XML Cite \textit{J. Dębicka}, Appl. Stoch. Models Bus. Ind. 29, No. 3, 224--240 (2013; Zbl 1286.91066) Full Text: DOI OpenURL
Huang, Hong-Chih; Lee, Yung-Tsung Optimal asset allocation for a general portfolio of life insurance policies. (English) Zbl 1231.91404 Insur. Math. Econ. 46, No. 2, 271-280 (2010). MSC: 91G10 91G80 91B30 PDF BibTeX XML Cite \textit{H.-C. Huang} and \textit{Y.-T. Lee}, Insur. Math. Econ. 46, No. 2, 271--280 (2010; Zbl 1231.91404) Full Text: DOI OpenURL
Zhang, Yi; Lin, Zhengyan; Weng, Chengguo Some limiting properties of the bounds of the present value function of a life insurance portfolio. (English) Zbl 1130.62106 J. Appl. Probab. 43, No. 4, 1155-1164 (2006). MSC: 62P05 91B30 60F15 60E15 PDF BibTeX XML Cite \textit{Y. Zhang} et al., J. Appl. Probab. 43, No. 4, 1155--1164 (2006; Zbl 1130.62106) Full Text: DOI OpenURL
Hoedemakers, Tom; Darkiewicz, Grzegorz; Goovaerts, Marc Approximations for life annuity contracts in a stochastic financial environment. (English) Zbl 1125.91064 Insur. Math. Econ. 37, No. 2, 239-269 (2005). MSC: 91B30 91B28 62P05 PDF BibTeX XML Cite \textit{T. Hoedemakers} et al., Insur. Math. Econ. 37, No. 2, 239--269 (2005; Zbl 1125.91064) Full Text: DOI OpenURL
Dębicka, Joanna Moments of the cash value of future payment streams arising from life insurance contracts. (English) Zbl 1103.91359 Insur. Math. Econ. 33, No. 3, 533-550 (2003). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Dębicka}, Insur. Math. Econ. 33, No. 3, 533--550 (2003; Zbl 1103.91359) Full Text: DOI OpenURL
Tsai, Chenghsien; Kuo, Weiyu; Chen, Wei-Kuang Early surrender and the distribution of policy reserves. (English) Zbl 1031.62092 Insur. Math. Econ. 31, No. 3, 429-445 (2002). MSC: 62P05 91B30 PDF BibTeX XML Cite \textit{C. Tsai} et al., Insur. Math. Econ. 31, No. 3, 429--445 (2002; Zbl 1031.62092) Full Text: DOI OpenURL
Milevsky, Moshe Arye; Robinson, Chris Self-annuitization and ruin in retirement. With discussion. (English) Zbl 1083.60515 N. Am. Actuar. J. 4, No. 4, 112-129 (2000). MSC: 60H30 60H10 PDF BibTeX XML Cite \textit{M. A. Milevsky} and \textit{C. Robinson}, N. Am. Actuar. J. 4, No. 4, 112--129 (2000; Zbl 1083.60515) Full Text: DOI OpenURL
Di Lorenzo, Emilia; Sibillo, Marilena; Tessitore, Gerarda A stochastic model for financial evaluation: Applications to actuarial constructs. (English) Zbl 0966.60079 Appl. Stoch. Models Bus. Ind. 15, No. 4, 269-275 (1999). Reviewer: A.V.Swishchuk (Kyïv) MSC: 60J60 91B30 62P05 60H10 91B70 PDF BibTeX XML Cite \textit{E. Di Lorenzo} et al., Appl. Stoch. Models Bus. Ind. 15, No. 4, 269--275 (1999; Zbl 0966.60079) Full Text: DOI OpenURL
Marceau, Etienne; Gaillardetz, Patrice On life insurance reserves in a stochastic mortality and interest rates environment. (English) Zbl 0941.91038 Insur. Math. Econ. 25, No. 3, 261-280 (1999). MSC: 91B28 91B30 PDF BibTeX XML Cite \textit{E. Marceau} and \textit{P. Gaillardetz}, Insur. Math. Econ. 25, No. 3, 261--280 (1999; Zbl 0941.91038) Full Text: DOI OpenURL
Parker, Gary Stochastic analysis of the interaction between investment and insurance risks. With discussion and a reply by the author. (English) Zbl 1080.91530 N. Am. Actuar. J. 1, No. 2, 55-84 (1997). MSC: 91B30 PDF BibTeX XML Cite \textit{G. Parker}, N. Am. Actuar. J. 1, No. 2, 55--84 (1997; Zbl 1080.91530) Full Text: DOI OpenURL
Milevsky, Moshe Arye The present value of a stochastic perpetuity and the gamma distribution. (English) Zbl 0903.60069 Insur. Math. Econ. 20, No. 3, 243-250 (1997). MSC: 60J60 60J70 PDF BibTeX XML Cite \textit{M. A. Milevsky}, Insur. Math. Econ. 20, No. 3, 243--250 (1997; Zbl 0903.60069) Full Text: DOI OpenURL