On stochastic life contingencies
Date of Publication
1999
Document Type
Bachelor's Thesis
Degree Name
Bachelor of Science in Mathematics
College
College of Science
Department/Unit
Mathematics and Statistics
Abstract/Summary
Traditional actuarial valuations of actuarial functions such as life insurance, life annuities and premiums uses deterministic interest discounting. Instead of using the traditional actuarial techniques, this paper discusses a method, which considers the interest function, random, and designated it as stochastic life contingencies. This paper is an exposition of the article Stochastic Life Contingencies with Solvency Considerations by Edward W. Frees, TSA, Volume 42, 1990. It discusses how certain actuarial functions are affected when using a stochastic interest environment.
Abstract Format
html
Language
English
Format
Accession Number
TU09231
Shelf Location
Archives, The Learning Commons, 12F, Henry Sy Sr. Hall
Physical Description
67 leaves
Recommended Citation
Chua, W. L., & Lim, M. S. (1999). On stochastic life contingencies. Retrieved from https://animorepository.dlsu.edu.ph/etd_bachelors/16563
