✦ LIBER ✦
Risk loads in life/non-life insurance: a unified approach : 074033 (M30) Wang S., University of Waterloo, Canada, Astin Colloquium Leuven, 1995
- Publisher
- Elsevier Science
- Year
- 1996
- Tongue
- English
- Weight
- 121 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0167-6687
No coin nor oath required. For personal study only.
✦ Synopsis
Abstracts and Reviews
values of suitably transformed distribution functions. The Esscher principle is a particular example. It is found that the likelihood ratio ordering of risks is preserved for any of these principles. A renewal theoretic interpretation of a special principle is given, and useful properties as well as a related characterization of the exponential distribution are shown. Keywords: premium calculation principles, Esscher principle, ordering of risks, characterization, exponential distribution.
074032 (M30, BlO)
Cash value life insurance for the twenty-first century: segregated life and the individual death benefit account.