𝔖 Bobbio Scriptorium
✦   LIBER   ✦

084044 (E60) On the valuation of pension obligations : Neuburger E., Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4 855–868

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

No coin nor oath required. For personal study only.

✦ Synopsis

The paper provides a synthesis of the area and suggests directions for future research.

📜 SIMILAR VOLUMES

084015 (M31) Credibility for stationarit
084015 (M31) Credibility for stationarity : Kremer E., Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4, pp. 755–764
📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 86 KB

## Abstracts and Reviews account. Due to this procedure many possibilities for modeling are included. Some of them are illustrated by suitable data. Finally, several problems and possible solutions related to the fit of a claim number distribution are discussed. Thereby the goodness of fit to real

084010 (M13) Approximate solutions of se
084010 (M13) Approximate solutions of severity of ruin : Di Lorenzo E., Tessitore G., Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4, pp. 705–709
📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 79 KB

## 261 the criterion for optimality to minimizing the probability of ruin, either in discrete or continuous time. They investigate this problem through a series of case studies based on a real portfolio. Keyword~: reinsurance, optimal retention levels, finite time ruin, translated gamma process.

084012 (M30) The zero utility principle
084012 (M30) The zero utility principle for scale families of risk distributions : Pfeifer D., Heidergott B. Blätter der Deutschen Gellschaft für Versicherungsmathematik, Band XXII — heft 4, pp. 711–722
📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 79 KB

## 261 the criterion for optimality to minimizing the probability of ruin, either in discrete or continuous time. They investigate this problem through a series of case studies based on a real portfolio. Keyword~: reinsurance, optimal retention levels, finite time ruin, translated gamma process.