Sección: ArtículosTítulo: Worst-case actuarial calculations consistent with single- and multiple-decrement life tables / Marcus C. Christiansen, Michel M. DenuitAutor: Christiansen, Marcus C.Notas: Sumario: The present work complements the recent paper by Barz and Müller (2012). Specifically, upper and lower bounds are derived for the force of mortality when one-year death probabilities are given, assuming a monotonic, convex or concave shape. Based on these bounds, worst-case scenarios are derived depending on the mix of benefits in the case of survival and of death comprised in a specific insurance policy.Registros relacionados: En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 07/01/2013 Volumen 52 Número 1 - enero 2013 Otras clasificaciones: 6Derechos: In Copyright (InC)Referencias externas:
