Chen, Li; Lin, Luyao; Lu, Yi; Parker, Gary Analysis of survivorship life insurance portfolios with stochastic rates of return. (English) Zbl 1394.91200 Insur. Math. Econ. 75, 16-31 (2017). MSC: 91B30 62P05 PDFBibTeX XMLCite \textit{L. Chen} et al., Insur. Math. Econ. 75, 16--31 (2017; Zbl 1394.91200) Full Text: DOI
Nolde, Natalia; Parker, Gary Stochastic analysis of life insurance surplus. (English) Zbl 1304.91124 Insur. Math. Econ. 56, 1-13 (2014). MSC: 91B30 62P05 91G10 PDFBibTeX XMLCite \textit{N. Nolde} and \textit{G. Parker}, Insur. Math. Econ. 56, 1--13 (2014; Zbl 1304.91124) Full Text: DOI
Cairns, Andrew J. G.; Parker, Gary Stochastic pension fund modelling. (English) Zbl 0919.62118 Insur. Math. Econ. 21, No. 1, 43-79 (1997). MSC: 62P05 91B30 62M10 PDFBibTeX XMLCite \textit{A. J. G. Cairns} and \textit{G. Parker}, Insur. Math. Econ. 21, No. 1, 43--79 (1997; Zbl 0919.62118) Full Text: DOI
Parker, Gary A second order stochastic differential equation for the force of interest. (English) Zbl 0835.62102 Insur. Math. Econ. 16, No. 3, 211-224 (1995). MSC: 62P05 60H10 PDFBibTeX XMLCite \textit{G. Parker}, Insur. Math. Econ. 16, No. 3, 211--224 (1995; Zbl 0835.62102) Full Text: DOI
Parker, Gary Stochastic analysis of a portfolio of endowment insurance policies. (English) Zbl 0810.62094 Scand. Actuarial J. 1994, No. 2, 119-130 (1994). MSC: 62P05 91B28 PDFBibTeX XMLCite \textit{G. Parker}, Scand. Actuarial J. 1994, No. 2, 119--130 (1994; Zbl 0810.62094) Full Text: DOI
Parker, Gary Moments of the present value of a portfolio of policies. (English) Zbl 0802.62091 Scand. Actuarial J. 1994, No. 1, 53-67 (1994). MSC: 62P05 91B30 PDFBibTeX XMLCite \textit{G. Parker}, Scand. Actuarial J. 1994, No. 1, 53--67 (1994; Zbl 0802.62091) Full Text: DOI