Prospective and retrospective premium reserves

DOI10.1007/BF02808423zbMATH Open0754.62083MaRDI QIDQ4012964FDOQ4012964

Authors: Henk Wolthuis 

Publication date: 27 September 1992

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

Recommendations

• The retrospective premium reserve
• Premiums and reserves, adjusted by distortions
• 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

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)

Cites Work

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

Cited In (5)

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

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