Moments of the cash value of future payment streams arising from life insurance contracts

Probability and Measure.

PE, P. Billingsley · Journal of the American Statistical Association · 1996 · 6.7K citations

Natural Sciences, Mathematics, Derivatives +16

The concept of comonotonicity in actuarial science and finance: theory

Jan Dhaene, Michel Denuit, Marc Goovaerts et al. · Insurance Mathematics and Economics · 2002 · 631 citations

Business, Economics, Finance +6

Stochastic Analysis of the Interaction Between Investment and Insurance Risks

Gary Parker · North American Actuarial Journal · 1997 · 67 citations

Business, Finance, Insurance +14

Interest and mortality randomness in some annuities

John A. Beekman, Clinton P. Fuelling · Insurance Mathematics and Economics · 1990 · 67 citations

Business, Economics, Actuarial Science +9

Extra randomness in certain annuity models

John A. Beekman, Clinton P. Fuelling · Insurance Mathematics and Economics · 1992 · 58 citations

Business, Economics, Finance +14