Risk comparisons of premium rules: Optimality and a life insurance study
DOI10.1016/S0167-6687(02)00208-1zbMATH Open1024.62040OpenAlexW2029679474MaRDI QIDQ1413402FDOQ1413402
Authors: Jakob R. Møller, Søren Asmussen 
Publication date: 16 November 2003
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-6687(02)00208-1
Recommendations
large deviationslife annuitiesadjustment coefficientshot noiseconvex orderingdelayed claimsGompertz-Makeham lawfirst order basisloading premiumthird order basiswhole life insurance
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- Parametric expectile regression and its application for premium calculation
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- Estimation of parameters of the Makeham distribution using the least squares method
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