On Bonus and Bonus Prognoses in Life Insurance

DOI10.1080/03461230152592773zbMath0979.91045OpenAlexW2116714189MaRDI QIDQ2759550

Ragnar Norberg

Publication date: 12 December 2001

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

Full work available at URL: https://doi.org/10.1080/03461230152592773

zbMATH Keywords

redistributionMarkov chainsurplusbonusestechnical surplusretrospective reserve

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

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Entrance times of random walks: with applications to pension fund modeling ⋮ Valuation and hedging of life insurance liabilities with systematic mortality risk ⋮ COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE ⋮ Statistical Estimation Techniques in Life and Disability Insurance—A Short Overview ⋮ OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL ⋮ A law of large numbers approach to valuation in life insurance ⋮ Dynamics of state-wise prospective reserves in the presence of non-monotone information ⋮ Dynamics of solvency risk in life insurance liabilities ⋮ On risk charges and shadow account options in pension funds ⋮ Matrix representations of life insurance payments ⋮ Evaluating the Technical Provisions for Traditional Brazilian Annuity Plans: Continuous-Time Stochastic Approach Based on Solvency Principles ⋮ Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option ⋮ RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT ⋮ Ragnar Norberg (1945–2017): an actuary of a unique kind ⋮ A sensitivity analysis of typical life insurance contracts with respect to the technical basis ⋮ Some further ideas concerning the interaction between insurance and investment risks ⋮ Investing for retirement through a with-profits pension scheme: a client's perspective ⋮ Surplus-linked life insurance ⋮ Scenario-based life insurance prognoses in a multi-state Markov model

Cites Work

• Unnamed Item
• On the application of Thiele's differential equation in life insurance
• A theory of bonus life insurance
• Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
• A note on bonus theory
• Pricing of Unit-linked Life Insurance Policies
• A time‐continuous markov chain interest model with applications to insurance

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