Scenario-based life insurance prognoses in a multi-state Markov model

DOI10.1007/s13385-016-0137-8zbMath1394.91220OpenAlexW2521298424MaRDI QIDQ2356630

Ninna Reitzel Jensen

Publication date: 6 June 2017

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-016-0137-8

zbMATH Keywords

stochastic differential equationsunit-linked insuranceparticipating life insuranceeconomic scenariosbonusprognoses

Mathematics Subject Classification ID

Related Items (1)

COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE

Cites Work

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• On Bonus and Bonus Prognoses in Life Insurance
• Performance measurement of pension strategies: a case study of Danish life-cycle products
• A two-account model of pension saving contracts
• Stress scenario generation for solvency and risk management
• Markov Chain Models in Life Insurance

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