A credibility approach to mortality risk

ASTIN Bulletin

Volumn 28, Issue 2, 1998, Pages 269-283

  Hardy, M R ^a   Panjer, H H ^a  

^a UNIVERSITY OF WATERLOO   (Canada)

Author keywords

B hlmann Straub Credibility; mortality; Solvency

Indexed keywords

EID: 85011525731     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.2143/AST.28.2.519070     Document Type: Article

References (5)

1. Bühlmann, H. and Straub, E. (1970). Glaubwürdigkeit für Schadensätze. Bulletin of the Association of Swiss Actuaries. 70, 111–133.
2. Centeno, M.L. (1989). The Bühlmann-Straub model with the premium calculated according to the variance principle. Insurance: Mathematics and Economics. 8, 3–10.
3. Hardy, M.R. and Panjer, H.H. (1996). Mortality Risk: Margin and Capital Needs. Institute of Insurance and Pensions Research, University of Waterloo. Research Report 96-10.
4. Klugman, S., Panjer, H.H. and Willmot, G.E. (1997). Loss Models: From Data to Decisions. John Wiley and Sons (forthcoming).
5. Pentikäinen, T. and Pesonen, M. (1988). Stochastic dynamic analysis of life insurance. Transactions of the 23rd International Congress of Actuaries. 1, p. 421.