Results 211 to 220 of about 3,172 (257)

The retrospective premium reserve

Insurance: Mathematics and Economics, 1990
Abstract For an ordinary single- or multiple-decrement life insurance policy, there is essentially only one retrospective premium reserve and its definition is given in standard textbooks on life contingencies. By contrast, for a multi-state policy, each state has its own retrospective (as well as its own prospective) reserve, there is considerable ...
Jan M Hoem
exaly   +2 more sources

On occupation times for a risk process with reserve-dependent premium

Stochastic Models, 2002
Consider a risk reserve process under which the reserve can generate interest.
S N Chiu, Chuancun Yin
exaly   +2 more sources

Some premium reserve methods related to Lidstone's

Scandinavian Actuarial Journal, 1958
Abstract Lidstone's group method, which applies to endowment assurances, is based on the approximation, where a n−t and bn−t depend only on n−t . For a valuatIOn group, consisting of policies with the same unexpired terms, n−t , the mean maturity age y + n is given by the equation, W denoting S or P. Inserting here values by (1) om both sides we arrive
exaly   +3 more sources

Calculation of Ruin Probabilities when the Premium Depends on the Current Reserve

Scandinavian Actuarial Journal, 1989
Abstract The purpose of this paper is to show how the ruin probability can be found for a compound Poisson risk process with a general premium rate p(r) depending on the reserve r, and it is illustrated how the probability of ruin can be calculated using a simple numerical method.
exaly   +2 more sources

Property insurance, quality and reservation premium: A note

Insurance: Mathematics and Economics, 1984
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
d'Ursel, Laurent, Lauwers, Marc
openaire   +1 more source

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