Reserve-dependent benefits and costs in life and health insurance contracts

Recurso electrónico / electronic resource
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1001 ‎$0‎MAPA20130002446‎$a‎Christiansen, Marcus C.
24510‎$a‎Reserve-dependent benefits and costs in life and health insurance contracts‎$c‎Marcus C. Christiansen, Michel M. Denuit, Jan Dhaene
520  ‎$a‎Premiums and benefits associated with traditional life insurance contracts are usually specified as fixed amounts in policy conditions. However, reserve-dependent surrender values and reserve-dependent expenses are common in insurance practice. The famous Cantelli theorem in life insurance ensures that under appropriate assumptions surrendering can be ignored in reserve calculations provided that the surrender payment equals the accumulated reserve. In this paper, more complex reserve-dependent payment patterns are considered, in line with insurance practice. Explicit formulas are derived for the corresponding reserve.
650 4‎$0‎MAPA20080570590‎$a‎Seguro de vida
650 4‎$0‎MAPA20080576783‎$a‎Modelo de Markov
650 4‎$0‎MAPA20100037638‎$a‎Derecho de rescate
650 4‎$0‎MAPA20080572396‎$a‎Indemnizaciones
650 4‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
650 4‎$0‎MAPA20080602437‎$a‎Matemática del seguro
650 4‎$0‎MAPA20080609658‎$a‎Cláusulas contractuales
650 4‎$0‎MAPA20080584290‎$a‎Contrato de seguro
7730 ‎$w‎MAP20077100574‎$t‎Insurance : mathematics and economics‎$d‎Oxford : Elsevier, 1990-‎$x‎0167-6687‎$g‎07/07/2014 Volumen 57 Número 1 - julio 2014 , p. 132-137