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ArticleSupermodular ordering and stochastic annuities

Marc J. Goovaerts1999

OA

Articlegreen1999

Supermodular ordering and stochastic annuities

Marc J. Goovaerts · Jan Dhaene

32 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Probability and Statistical Research Insurance, Mortality, Demography, Risk Management

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References

1985A Theory of the Term Structure of Interest Rates 1987The Dual Theory of Choice under Risk 2011Supermodularity and Complementarity 1993BESSEL PROCESSES, ASIAN OPTIONS, AND PERPETUITIES 1990The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding 2001On Some Exponential Functionals of Brownian Motion 1992On some exponential functionals of Brownian motion 1996Dependency of Risks and Stop-Loss Order

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Year1999

Typearticle

Published1999-05-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations32

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/s0167-6687(99)00002-5

openalex_workW1506652536

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