๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A Note on Mortality Tables and Interest Rates

โœ Scribed by William M. Howard


Book ID
123723470
Publisher
American Risk and Insurance Association
Year
1957
Weight
203 KB
Volume
24
Category
Article
ISSN
1047-3483

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On life insurance reserves in a stochast
โœ Etienne Marceau; Patrice Gaillardetz ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 240 KB

The calculation of the reserves in a stochastic mortality and interest rates environment for a general portfolio of life insurance policies is examined. The first two moments of the prospective loss random variable for the general portfolio are derived. A Monte Carlo simulation method is used to est