On probability distributions of present values in life insurance
DOI10.1016/0167-6687(95)00026-7zbMATH Open0855.62096OpenAlexW2075212148MaRDI QIDQ1921981FDOQ1921981
Ole Hesselager, Ragnar Norberg
Publication date: 9 February 1997
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6687(95)00026-7
integral equationsconditional probabilitynumerical illustrationsMarkov counting processmultistate life insurancestate-dependent force of interest
Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Continuous-time Markov processes on discrete state spaces (60J27)
Cites Work
Cited In (21)
- Discussion on: ``Matrix representations of life insurance payments
- Stochastic analysis in life office management: applications to large annuity portfolios
- Two approximations of the present value distribution of a disability annuity
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- An algorithm evaluating generalized life insurance programs
- Moments of the cash value of future payment streams arising from life insurance contracts.
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- Matrix representations of life insurance payments
- Approximate Bayesian computations to fit and compare insurance loss models
- Present value of some insurance portfolios
- Modeling the Impact of Genetics on Insurance
- On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements
- Evaluation techniques for distributions arising from stochastic processes defined from a lagrangian
- Ragnar Norberg (1945–2017): an actuary of a unique kind
- Hattendorff's theorem for non-smooth continuous-time Markov models. II: Application
- Fractional inhomogeneous multi-state models in life insurance
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- Title not available (Why is that?)
- Multivariate higher order moments in multi-state life insurance
- Die Methode der verzerrten Wahrscheinlichkeiten in der Lebens- und Rentenversicherung
- Safe-side requirements in the framework of multistate models for the insurances of the person
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