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On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements
Scandinavian Actuarial Journal, 2003Upon differentiating the Thiele differential equations and the equivalence condition with respect to some parameter appearing in the equations, one obtains differential equations for the derivatives of the state-wise reserves and the premium level with respect to the parameter.
Vladimir Kalashnikov, Ragnar Norberg
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Prospective and retrospective premium reserves
Blätter der DGVFM, 1992zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Reserves for Policies with Nonannual Premiums
North American Actuarial Journal, 1998Actuaries use a variety of approximations in calculating reserves. Among the methods used by actuaries for policies with modal premiums are fully discrete reserves, fully continuous reserves, discounted continuous reserves (equivalent to the apportionable premium case), and semicontinuous reserves.
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1990
Consider an insurance policy which is financed by net premiums. At the time of policy issue, the expected present value of future premiums equals the expected present value of future benefit payments, making the expected loss L of the insurer zero.
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Consider an insurance policy which is financed by net premiums. At the time of policy issue, the expected present value of future premiums equals the expected present value of future benefit payments, making the expected loss L of the insurer zero.
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The Equity Premium Puzzle and the Federal Reserve’s Stock Valuation Model
The Journal of Investing, 2011We test a model to estimate the equity risk premium based on a stock valuation model suggested by former Federal Reserve Chairman, Alan Greenspan. The model suggests that the stock market is fairly priced when the price of the market portfolio is equal to the ratio between market earnings and the yield on the 10-year Treasury bond.
Stephanie Yates Rauterkus +2 more
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A Higher Financial Premium Leads to the Depletion of Foreign Reserves?
The Journal of Developing Areas, 2014Previous literature believes that a commercial depreciation is associated with higher financial premium and more depletion of foreign reserves. This study re-investigates this belief. Analytical results indicate that a commercial depreciation with higher financial premium and more depletion of foreign reserves depend on the combined influences of ...
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Use of Actuarial Models for Determining Premiums and Reserves
Indonesian Actuarial JournalPremium and reserve determination is a crucial aspect in the insurance industry, which ensures the ability of insurance companies to meet their obligations to policyholders and continue to operate sustainably. This study aims to explore the use of actuarial models in premium and reserve determination, focusing on classical models such as mortality and ...
Soehardjoepri Soehardjoepri +1 more
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Hedging and Reserving for Single-Premium Segregated Fund Contracts
North American Actuarial Journal, 2000Three methods for determining suitable provision for maturity guarantees for single-premium segregated fund contracts are compared. Actuarial reserving assumes funds are held in risk-free assets, to give a prescribed probability of meeting the guarantee liability.
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Robust analysis for premium-reserve models in a stochastic nonlinear discrete-time varying framework
Journal of Computational and Applied Mathematics, 2018The authors propose a stochastic, nonlinear time varying premium-reserve pricing model containing a negative feedback mechanism. The LMI conditions for the robust stabilization and a feasible \(H_\infty\)-control input have been derived when nonlinearities are Lipschitz as well as one-side Lipschitz.
Rong Li +2 more
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Economic Evaluation of Oil and Gas Project Acknowledging Reserves Risk Premium
SPE/PAPG Annual Technical Conference, 2013Abstract Petroleum economics is a part of back bone of Oil and Gas industry. This encompasses all aspects of industry like Exploration, Subsurface, Production, Process Engineering, which are translated into financial numbers and analysed through statistical tools.
Imtiaz Ali Memon +4 more
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