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.
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References
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© 2000 Springer-Verlag Berlin Heidelberg
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Bühlmann, H. (2000). Life Insurance with Stochastic Interest Rates. In: Ottaviani, G. (eds) Financial Risk in Insurance. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-57846-5_1
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DOI: https://doi.org/10.1007/978-3-642-57846-5_1
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