A sensitivity analysis of typical life insurance contracts with respect to the technical basis

DOI10.1016/j.insmatheco.2007.08.005zbMath1152.91574MaRDI QIDQ998297

Marcus C. Christiansen

Publication date: 28 January 2009

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.08.005

zbMATH Keywords

sensitivity analysis; life insurance; prospective reserve; variations in the technical basis; insurance packages; premium level

Mathematics Subject Classification ID

Related Items

Biometric worst-case scenarios for multi-state life insurance policies, Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods, Dynamics of state-wise prospective reserves in the presence of non-monotone information

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