Statistical Estimation Techniques in Life and Disability Insurance—A Short Overview

DOI10.1007/978-3-319-30417-5_5MaRDI QIDQ4558892zbMATH OpenOpenAlexFDO

Authors Boualem Djehiche

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

zbMATH Keywords

life insuranceThiele's equationdisability insuranceclaims reservingmortality modeling

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Reliability and life testing (62N05) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• scientific article; zbMATH DE number 591095 (Why is no real title available?)
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• A bidimensional approach to mortality risk
• A theory of bonus life insurance
• Affine processes for dynamic mortality and actuarial valuations
• Mortality risk modeling: applications to insurance securitization
• On Bonus and Bonus Prognoses in Life Insurance
• On age-period-cohort parametric mortality rate projections
• Reserves in Life and Pension Insurance
• Sensitivity of life insurance reserves via Markov semigroups
• Stochastic interest rate in life insurance: The principle of equivalence revisited
• Stochastic modelling of disability insurance in a multi-period framework
• Stochastic mortality models: an infinite-dimensional approach
• Stochastic mortality under measure changes
• Surplus-linked life insurance

This page was built for publication: Statistical Estimation Techniques in Life and Disability Insurance—A Short Overview

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4558892)