Valuation of Participating Life Insurance Liabilities
From MaRDI portal
Publication:5430571
DOI10.1080/03461230110106480zbMath1142.62092MaRDI QIDQ5430571
Publication date: 16 December 2007
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230110106480
reserving; actuarial modelling; capitalization of future loadings; extension of paid-up method; guaranteed benefits; valuation principles; valuation strains
62P05: Applications of statistics to actuarial sciences and financial mathematics
60J20: Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.)
60J27: Continuous-time Markov processes on discrete state spaces
Related Items
Cash flows and policyholder behaviour in the semi-Markov life insurance setup, On accounting standards and fair valuation of life insurance and pension liabilities, A joint valuation of premium payment and surrender options in participating life insurance contracts, Valuation of guaranteed unitized participating life insurance under MEGB2 distribution
Cites Work