The retrospective premium reserve

DOI10.1016/0167-6687(90)90037-EzbMath0721.62105OpenAlexW2068252332MaRDI QIDQ2641056

Jan M. Hoem, Henk Wolthuis

Publication date: 1990

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(90)90037-e

zbMATH Keywords

Markov chainThiele's differential equationfirst- and second-order valuation basisinitial prospective premium reservesretrospective reservessurplus accumulation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (4)

Reserves in Life and Pension Insurance ⋮ Prospective and retrospective premium reserves ⋮ Evaluating the Technical Provisions for Traditional Brazilian Annuity Plans: Continuous-Time Stochastic Approach Based on Solvency Principles ⋮ Reserve-dependent benefits and costs in life and health insurance contracts

Cites Work

• The emergence of profit in life insurance
• Hattendorff's Theorem: A Markov chain and counting process approach
• Prospective and retrospective premium reserves

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