On reserves of net premium in accumulating insurance (Q2739847)
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scientific article; zbMATH DE number 1646317
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On reserves of net premium in accumulating insurance |
scientific article; zbMATH DE number 1646317 |
Statements
16 September 2001
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balance method
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whole-life accumulating insurance
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net premium
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0.8126053
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0.8125701
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0.8102149
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0.80559933
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On reserves of net premium in accumulating insurance (English)
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The authors consider a whole-life accumulating insurance at which the premiums are returned at the end of the year of death. (Pure net premiums are considered with no risk loading.) The authors calculate the net premium using a probabilistic model and demonstrate that the balance method is misleading in this case since it doesn't take into account the dependency of variables. A numeric example with de Moivre mortality model is presented.
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