Application of the phase-type mortality law to life contingencies and risk management (Q4620199)
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scientific article; zbMATH DE number 7015493
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| English | Application of the phase-type mortality law to life contingencies and risk management |
scientific article; zbMATH DE number 7015493 |
Statements
Application of the phase‐type mortality law to life contingencies and risk management (English)
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8 February 2019
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phase-type distributions
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pure premiums
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benefit reserves
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CTE loaded premiums
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provision for adverse deviation
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portfolio interest rate sensitivity
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portfolio diversification effect
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multiple life products
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subgroup pricing
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0.7706220746040344
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0.7514533400535583
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0.7493934035301208
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0.7393407225608826
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0.7372203469276428
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