On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements
From MaRDI portal
Publication:4455903
DOI10.1080/03461230110106408zbMath1039.91043OpenAlexW1997238813MaRDI QIDQ4455903
Vladimir Kalashnikov, Ragnar Norberg
Publication date: 16 March 2004
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230110106408
premiumsparameter sensitivityreservesprospective reservechanges in valuation elementsmulti-state life insurance policy
Related Items
Extended reduced-form framework for non-life insurance ⋮ Dynamics of state-wise prospective reserves in the presence of non-monotone information ⋮ Sensitivity of life insurance reserves via Markov semigroups ⋮ Natural hedging in continuous time life insurance ⋮ Phase-type representations of stochastic interest rates with applications to life insurance ⋮ Biometric worst-case scenarios for multi-state life insurance policies ⋮ Ragnar Norberg (1945–2017): an actuary of a unique kind ⋮ Dynamic Greeks ⋮ A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension ⋮ A sensitivity analysis of typical life insurance contracts with respect to the technical basis ⋮ Some further ideas concerning the interaction between insurance and investment risks ⋮ Safety margins for unsystematic biometric risk in life and health insurance
