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On the distribution of life insurance reserves in a stochastic mortalityinterest rateand surrender rate enviroment
On the distribution of life insurance reserves in a stochastic mortalityinterest rateand surrender rate enviroment
2003
Zhengxian Cai
Zhiqing Zhan
chenweiguang
Keywords:
Interest rate risk
Statutory reserve
Surrender
Business
Actuarial science
Financial economics
life insurance
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