学科分类
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1 个结果
  • 简介:Inthispaperanewapproachisdevelopedtovaluelifeinsurancecontractsbymeansofthemethodofbackwardstochasticdifferentialequation.Suchavaluationmayrelaxcertainmarketlimitations.Followingthisapproach,thevaluesofsingledecrementpoliciesarestudiedandThiele's-typePDEsforgenerallifeinsurancecontractsarederived.

  • 标签: 时间风险折扣值 人寿保险 随机微分方程 死亡率