Αναλογιστικά μοντέλα για συνεχείς ισόβιες ράντες
Actuarial models for continuous life annuities under uncertain interest rate
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ΕπιτόκιαAbstract
This work presents the scientific basis and tools of the actuarial science, in order to increase the level of management and making strategies. More specifically, life annuity is a critical subject of actuarial science. This paper, models the force of interest due to uncertain process, by combining the survival rate to determine various life annuities. Further, this work studies the net premium under uncertain interest to the usual methods for the deterministic interest case and the corresponding stochastic one. Finally, the paper presents an implementation showing the applicability of the above method.
Postgraduate Studies Programme
Αναλογιστική Επιστήμη και Διοικητική ΚινδύνουDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Στατιστικής και Ασφαλιστικής ΕπιστήμηςNumber of pages
70Language
GreekCollections
Except where otherwise noted, this item's license is described as
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές
Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές