Die Methode der verzerrten Wahrscheinlichkeiten in der Lebens- und Rentenversicherung

DOI10.1007/BF02808358MaRDI QIDQ4219952zbMATH OpenOpenAlexFDO

Authors Dmitri Kaplan, Dieter Denneberg

Publication date 10 June 2002

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

Full work available at URL https://doi.org/10.1007/bf02808358

zbMATH Keywords

integrationlife tablesrisk loadingnew premium principlenon-additive measure theory

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic measure theory (60A10)

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Cites work

• Axiomatic characterization of insurance prices
• Bestimmung einer angemessenen sterbetafel für lebensversicherungen mit todesfallcharakter
• Construction of life tables
• Herleitung der DAV-sterbetafel 1994 R für rentenversicherungen
• Non-additive measure and integral
• The Dual Theory of Choice under Risk
• Theory of capacities

Cited in

(4)

• On probability distributions of present values in life insurance
• Asymptotic consistency of risk functionals
• Risk measures and insurance premium principles.
• Computation of distorted probabilities for diffusion processes via stochastic control methods.

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