Reserves in Life and Pension Insurance
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Recommendations
- Prospective and retrospective premium reserves
- The retrospective premium reserve
- Markov models and Thiele's integral equations for the prospective reserve
- Differential equations for moments of present values in life insurance
- Retrospective reserves for the insurances of the person in the framework of multistate models
Cites work
Cited in
(56)- Markov models and Thiele's integral equations for the prospective reserve
- Aspects of prospective mean values in risk theory
- Unlocking reserve assumptions using retrospective analysis
- Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
- Actuarial equivalence
- Differential equations for moments of present values in life insurance
- Hattendorff's theorem for non-smooth continuous-time Markov models. I: Theory
- On life insurance reserves in a stochastic mortality and interest rates environment
- Scaled insurance cash flows: representation and computation via change of measure techniques
- Matrix representations of life insurance payments
- Forward transition rates
- Experience rating in the classic Markov chain life insurance setting
- The policyholder's static and dynamic decision making of life insurance and pension payments
- Reserve-dependent benefits and costs in life and health insurance contracts
- The retrospective premium reserve
- Dynamics of state-wise prospective reserves in the presence of non-monotone information
- Nonlinear reserving in life insurance: aggregation and mean-field approximation
- Surplus-linked life insurance
- Prospective and retrospective premium reserves
- Hattendorff's theorem and Thiele's differential equation generalized
- scientific article; zbMATH DE number 1210540 (Why is no real title available?)
- Retrospective reserves for the insurances of the person in the framework of multistate models
- Statistical Estimation Techniques in Life and Disability Insurance—A Short Overview
- Dynamics of solvency risk in life insurance liabilities
- Reserves and cash flows under stochastic retirement
- Integral and differential equations for the moments of multistate models in health insurance
- Kolmogorov's forward PIDE and forward transition rates in life insurance
- Cash flows and policyholder behaviour in the semi-Markov life insurance setup
- Thiele's differential equation with stochastic interest of diffusion type
- Retrospective reserves and bonus
- Cash flow techniques for asset liability management
- COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE
- Fractional inhomogeneous multi-state models in life insurance
- Tax- and expense-modified risk-minimization for insurance payment processes
- Ragnar Norberg (1945–2017): an actuary of a unique kind
- Evaluating the technical provisions for traditional Brazilian annuity plans: continuous-time stochastic approach based on solvency principles
- Stochastic Analysis of the Interaction Between Investment and Insurance Risks
- Multivariate higher order moments in multi-state life insurance
- Reserve-dependent Management Actions in life insurance
- A no arbitrage approach to Thiele's differential equation
- Transaction time models in multi-state life insurance
- Mean-field reflected backward stochastic differential equations
- Aggregate Markov models in life insurance: properties and valuation
- Estimating absorption time distributions of general Markov jump processes
- Phase-type representations of stochastic interest rates with applications to life insurance
- Efficient projections of with-profit life insurance using lumping
- Aggregate Markov models in life insurance: estimation via the EM algorithm
- On technical bases and surplus in life insurance
- Approximations of semi-Markov processes and insurance policy valuation
- Non-parametric estimators of scaled cash flows
- Some remarks on actuarial payment functions
- As-if-Markov reserves for reserve-dependent payments
- Lapse-supported life insurance and adverse selection
- Enhancing actuarial projections: a factor-augmented cohort component method for forecasting age- and gender-specific population
- Nonlinear reserving and multiple contract modifications in life insurance
- A generic model for spouse's pensions with a view towards the calculation of liabilities
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