A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension
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sensitivity analysislife insuranceprospective reservevariations in the technical basisgeneralized gradient vector
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- scientific article; zbMATH DE number 3105064
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Cites work
- scientific article; zbMATH DE number 3954047 (Why is no real title available?)
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- scientific article; zbMATH DE number 665663 (Why is no real title available?)
- scientific article; zbMATH DE number 1529823 (Why is no real title available?)
- scientific article; zbMATH DE number 3251312 (Why is no real title available?)
- Addendum to ``A third-order optimum property of the maximum likelihood estimator
- Lidstone in the continuous case
- Markov Chain Models in Life Insurance
- Markov models and Thiele's integral equations for the prospective reserve
- Mathematische Methoden der Personenversicherung
- Measuring the effect of mortality improvements on the cost of annuities
- On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements
- On the application of Thiele's differential equation in life insurance
- The emergence of profit in life insurance
- Uncertainty in mortality projections: an actuarial perspective
Cited in
(12)- The Solvency II square-root formula for systematic biometric risk
- A sensitivity analysis of typical life insurance contracts with respect to the technical basis
- Natural hedging in continuous time life insurance
- Stress scenario generation for solvency and risk management
- Dynamics of state-wise prospective reserves in the presence of non-monotone information
- Dynamics of solvency risk in life insurance liabilities
- Sensitivity of life insurance reserves via Markov semigroups
- Safety margins for unsystematic biometric risk in life and health insurance
- Biometric worst-case scenarios for multi-state life insurance policies
- SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK
- Fast sensitivity computations for Monte Carlo valuation of pension funds
- scientific article; zbMATH DE number 2065343 (Why is no real title available?)
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