scientific article; zbMATH DE number 1001734
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Publication:3129751
zbMATH Open0869.62072MaRDI QIDQ3129751FDOQ3129751
Authors: H. U. Gerber 
Publication date: 21 April 1997
Title of this publication is not available (Why is that?)
Recommendations
mortalitysolutionslife insurancepension fundsmortality ratesannuitiesexercisescompound interestpremiumslife contingenciespremium reserves
Applications of statistics to actuarial sciences and financial mathematics (62P05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)
Cited In (46)
- On life insurance reserves in a stochastic mortality and interest rates environment
- An elementary derivation of Hattendorff's theorem
- Annuities under random rates of interest -- revisited.
- A COPULA APPROACH FOR FINDING THE TYPE OF DEPENDENCY WITH MORTALITY FORCE FUNCTION IN INSURANCE MARKET
- Title not available (Why is that?)
- Title not available (Why is that?)
- Some remarks on actuarial payment functions
- ESTIMATION OF FUTURE DISCRETIONARY BENEFITS IN TRADITIONAL LIFE INSURANCE
- The Merton's default risk model for private company
- Memoryless reigns of the ``Sons of Heaven
- Title not available (Why is that?)
- Modeling future lifetime as a fuzzy random variable
- Risk comparisons of premium rules: Optimality and a life insurance study
- A law of large numbers approach to valuation in life insurance
- Indifference pricing of a life insurance portfolio with systematic mortality risk in a market with an asset driven by a Lévy process
- Title not available (Why is that?)
- Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching
- New Econ for Life Actuaries
- Title not available (Why is that?)
- Indifference pricing of a life insurance portfolio with risky asset driven by a shot-noise process
- Actuarial applications of the linear hazard transform in life contingencies
- Life insurance mathematics (The Markovian Model)
- Title not available (Why is that?)
- Stop-loss premiums under dependence
- Actuarial Mathematics for Life Contingent Risks
- Title not available (Why is that?)
- Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation
- Insurance pricing under ambiguity
- Quantile hedging for guaranteed minimum death benefits
- A bidimensional approach to mortality risk
- Longevity risk in portfolios of pension annuities
- A dynamical model for stage-specific HIV incidences with application to sub-Saharan Africa
- An application of the \(\alpha\)-power approximation in multiple life insurance
- Parameter estimation methods of required rate of return on stock
- Excess based allocation of risk capital
- VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD
- Longevity risk in pension annuities with exchange options: the effect of product design
- Life contongencies.
- Counting coprime pairs in random squares
- On non-monotonic ageing properties from the Laplace transform, with actuarial applications
- Analytical validation formulas for best estimate calculation in traditional life insurance
- Estimating the term structure of mortality
- Pricing of minimum guarantees in life insurance contracts with fuzzy volatility
- Bayesian graduation of mortality rates: an application to reserve evaluation
- Biometric solvency risk for portfolios of general life contracts. I. the single-life multiple decrement case
- Indicator Function and Hattendorff Theorem
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