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

Print

Accession Number

TU09231

Shelf Location

Archives, The Learning Commons, 12F, Henry Sy Sr. Hall

Physical Description

67 leaves

This document is currently not available here.

Share

COinS