共 16 条
- [1] On the Calculation of Life Annuity Following a Change of the Interest Rate SKANDINAVISK AKTUARIETIDSKRIFT, 1932, 15 : 78 - 81
- [2] Pricing Annuity Insurance Integrating Mortality Improvement Risk, Interest Rate Risk, Insolvency Risk and Insurance Demand 2011 IEEE INTERNATIONAL CONFERENCE ON INDUSTRIAL ENGINEERING AND ENGINEERING MANAGEMENT (IEEM), 2011, : 704 - 708
- [3] RISK-BASED CAPITAL FOR VARIABLE ANNUITY UNDER STOCHASTIC INTEREST RATE ASTIN BULLETIN, 2020, 50 (03): : 959 - 999
- [4] Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods INSURANCE MATHEMATICS & ECONOMICS, 2020, 95 : 48 - 58
- [5] The Impact of China's Interest Rate Fluctuation on the Yield Rate of Different Portfolio of Enterprise Annuity Fund -Asymmetric Effect Analysis Based on VAR Model PROCEEDINGS OF 2017 CHINA INTERNATIONAL CONFERENCE ON INSURANCE AND RISK MANAGEMENT, 2017, : 319 - 337
- [7] Installment Joint Life Insurance Actuarial Models with the Stochastic Interest Rate PROCEEDINGS OF THE 2014 INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE AND MANAGEMENT INNOVATION, 2014, : 231 - 235
- [9] Exponential bounds for ruin probability in two moving average risk models with constant interest rate Acta Mathematica Sinica, English Series, 2008, 24 : 319 - 328