Statistical Estimation Techniques in Life and Disability Insurance—A Short Overview
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Publication:4558892
DOI10.1007/978-3-319-30417-5_5zbMath1406.62114OpenAlexW2493149288MaRDI QIDQ4558892
Publication date: 30 November 2018
Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-319-30417-5_5
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Reliability and life testing (62N05)
Cites Work
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- On Bonus and Bonus Prognoses in Life Insurance
- Stochastic mortality under measure changes
- Surplus-linked life insurance
- Reserves in Life and Pension Insurance
- Stochastic interest rate in life insurance: The principle of equivalence revisited
- Stochastic modelling of disability insurance in a multi-period framework
- Sensitivity of life insurance reserves via Markov semigroups
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