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084005 (M10, B10) Estimation of mortalities : Rieder H., Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4 787–816

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
171 KB
Volume
19
Category
Article
ISSN
0167-6687

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✦ Synopsis

MOI: MODELING GENERAL

084001 (M01)

Construction of graduated rates of decrements in small portfolios Kolster N., Bli~tter der Deutschen Gellschafi far Versicherungsmathematik, Band The deregulation of the European Life-insurance market made detailed knowledge of risks in a company's segmented portfolios become necessary for the appointed actuary. Here, reliable determination of second order bases of calculation is of tremendous importance. Up to now there has been no examination of the methods in use concerning their behavior on small portfolios. Thus, the present paper deals with four essentially different methods of constructing corporate tables for small portfolios, where strong emphasis has been laid upon the methods'flexibility and further use of the so constructed tables concerning profit testing and product innovation. It is shown that the Whittaker-Henderson graduation method fulfills best the given requirements.

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