Prospective and retrospective premium reserves

DOI10.1007/BF02808423MaRDI QIDQ4012964zbMATH OpenFDO

Authors Henk Wolthuis

Publication date 27 September 1992

Published in Blätter der DGVFM (Search for Journal in Brave)

zbMATH Keywords

conditional expectationslife assurancecontinuous time Markov chain modelarbitrary time intervalscombination of payment functions and discount functionsdefinitions of retrospective premium reservesmulti-state life policyThiele differential equation

Mathematics Subject Classification ID

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)

Recommendations

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• Retrospective reserves and bonus
• Reserves in Life and Pension Insurance
• Reserve-dependent benefits and costs in life and health insurance contracts
• On reserves of net premium in accumulating insurance
• Retrospective reserves for the insurances of the person in the framework of multistate models
• On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements
• Net premium reserve of stochastic interest

Cites work

• Markov Chain Models in Life Insurance
• The retrospective premium reserve

Cited in

(5)

• The retrospective premium reserve
• On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements
• Multivariate higher order moments in multi-state life insurance
• On reserves of net premium in accumulating insurance
• Reserves in Life and Pension Insurance

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