๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Mortality in Danish life insurance.

โœ Scribed by A. Deis

Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
104 KB
Volume
13
Category
Article
ISSN
0167-6687

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

On life insurance reserves in a stochast
On life insurance reserves in a stochastic mortality and interest rates environment
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