Abstract
In this paper, after having defined the duration for a “generic” life insurance contract, we bring out some of its properties. We also prove that, in some cases, duration is a natural extension of well-known duration indices.
| Original language | English |
|---|---|
| Pages (from-to) | 109-121 |
| Number of pages | 13 |
| Journal | Scandinavian Actuarial Journal |
| Volume | 1990 |
| Issue number | 2-3 |
| DOIs | |
| Publication status | Published - 1990 |
| Externally published | Yes |
Keywords
- Duration
- Expectation of life
- Immunization
- Life-insurance
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