Safe-side requirements in the framework of multistate models for the insurances of the person

Applied Stochastic Models in Business and Industry

Volumn 15, Issue 4, 1999, Pages 393-408

  Olivieri, Annamaria ^a  

^a UNIVERSITY OF TRIESTE   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

INSURANCE; MATHEMATICAL MODELS;

SAFE-SIDE REQUIREMENTS;

MARKOV PROCESSES;

EID: 0033206576     PISSN: 15241904     EISSN: None     Source Type: Journal    
DOI: 10.1002/(SICI)1526-4025(199910/12)15:4<393::AID-ASMB403>3.0.CO;2-E     Document Type: Article

References (10)

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3. Wolthuis H. Life Insurance Mathematics. The Markovian model CAIRE Education Series, no. 2. Bruxelles, 1994.
4. Pitacco E. Lezioni di tecnica attuariale delle assicurazioni libere sulla vita. Lint: Trieste, 1992.
5. Ramlau-Hansen H. The emergence of profit in life insurance. Insurance: Mathematics & Economics 1988; 7:225-236.
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7. Linnemann P. On the application of Thiele's differential equation in life insurance. Insurance: Mathematics & Economics 1993; 13:63-74.
8. Olivieri A. Sulle basi tecniche per coperture long term care. Giornale dell'Istituto Italiano degli Attuari 1996; LIX:87-116.
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10. Olivieri A, Pitacco E. Safe-side requirements in life insurance: a corporate perspective. Journal of Actuarial Pratice, 2000; 8: in press.