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083028 (M30, M10) Solidarity in group life insurance : Spreeuw J., XXVII Astin Colloquium, Copenhagen, Denmark, 1996, Volume 1, pp. 310–326

Book ID
104299763
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
175 KB
Volume
19
Category
Article
ISSN
0167-6687

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✦ Synopsis

borrowing. They use simulation to study moments and distributions of three quantities: the time to recovery to surplus level zero, the number of claims that occur when the surplus is below zero, and the maximum absolute value of the surplus process when it is below zero. The authors also show how simulation can be used to estimate the probability of absolute ruin.

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