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Improved approximations for the aggregate claims distribution of a life insurance portfolio

✍ Scribed by De Pril, Nelson

Book ID
121882865
Publisher
Taylor and Francis Group
Year
1988
Tongue
English
Weight
289 KB
Volume
1988
Category
Article
ISSN
0346-1238

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Let a decision policy ~r correspond to a twodimensional stochastic process {tzlr(t), Lt'}, with 0 < tx~(t) \_< 1 where 1-tx,( 0 denotes the fraction of the incoming claims at time t that is reinsured and L," denotes the total payout of dividend up to time t. When applying policy ~-the reserve of the