메뉴 건너뛰기




Volumn 2004, Issue 2, 2004, Pages 81-104

Valuation of participating life insurance liabilities

(1)  Linnemann, P a  

a NONE   (Denmark)

Author keywords

Actuarial modeling; Capitalization of future loadings; Extension of paid up method; Guaranteed benefits; Life insurance; Reserving; Valuation principles; Valuation strains; Zerorisation

Indexed keywords


EID: 49249124122     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461230110106480     Document Type: Article
Times cited : (12)

References (9)
  • 1
    • 85023899633 scopus 로고    scopus 로고
    • Fair valuation of liabilities. Presented to the Faculty of Actuaries. 5 November 2001. And to the Institute of Actuaries. 26 November 2001
    • Hairs, C. J., Belsham D. J., Bryson N. M., George C. M., Hare D. J. P., Smith D. A. & Thompson S. (2001). Fair valuation of liabilities. Presented to the Faculty of Actuaries. 5 November 2001. and to the Institute of Actuaries. 26 November 2001. British Actuarial Journal 8.
    • (2001) British Actuarial Journal , pp. 8
    • Hairs, C.J.1    Belsham, D.J.2    Bryson, N.M.3    George, C.M.4    Hare, D.J.P.5    Smith, D.A.6    Thompson, S.7
  • 2
    • 0002295845 scopus 로고
    • The versatility of the Markov chain as a tool in the mathematics of life insurance
    • Hoem, J. M. (1988). The versatility of the Markov chain as a tool in the mathematics of life insurance. Transactions of the 23rd International Congress of Actuaries vol. R. 171-202.
    • (1988) Transactions of the 23Rd International Congress of Actuaries , pp. 171-202
    • Hoem, J.M.1
  • 3
    • 38249000024 scopus 로고
    • On the application of Thiele's differential equation in life insurance
    • Linnemann, P. (1993). On the application of Thiele's differential equation in life insurance. Insurance: Mathematics & Economics 13, 63-74.
    • (1993) Insurance: Mathematics & Economics , vol.13 , pp. 63-74
    • Linnemann, P.1
  • 6
    • 0033206576 scopus 로고    scopus 로고
    • Safe-side requirements in the framework of multistate models for insurances of the person
    • Olivieri, A. (1999). Safe-side requirements in the framework of multistate models for insurances of the person. Applied Stochastic Models in Business and Industry 15, 393-408.
    • (1999) Applied Stochastic Models in Business and Industry , vol.15 , pp. 393-408
    • Olivieri, A.1
  • 8
    • 65249151230 scopus 로고
    • A solvency standard for life assurance business. Blätter der Deutschen Gesellschaft für Versicherungsmathematik VII, 453-464
    • Skerman, R. S. (1966). A solvency standard for life assurance business. Blätter der Deutschen Gesellschaft für Versicherungsmathematik VII, 453-464. Journal of the Institute of Actuaries 92. 75-84.
    • (1966) Journal of the Institute of Actuaries , vol.92 , pp. 75-84
    • Skerman, R.S.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.