An Actuarial Analysis of Participating Life Insurance
From MaRDI portal
Publication:5467675
DOI10.1080/03461230110106336zbMath1092.91051MaRDI QIDQ5467675
Publication date: 24 May 2006
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230110106336
valuation of liabilities; actuarial modeling; capitalization of future safety margins; equitable distribution of bonus; safe-side criterion; single insurance policy
62P05: Applications of statistics to actuarial sciences and financial mathematics
Related Items
Cash flows and policyholder behaviour in the semi-Markov life insurance setup, Life insurance surrender and liquidity risks, Comparison of the net premium and paid-up benefit valuation principles, A joint valuation of premium payment and surrender options in participating life insurance contracts, Intervention options in life insurance, Valuation of guaranteed unitized participating life insurance under MEGB2 distribution