A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio (Q825289)
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scientific article; zbMATH DE number 7447461
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio |
scientific article; zbMATH DE number 7447461 |
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A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio (English)
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17 December 2021
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The authors introduce a methodology how interactions within heterogeneous insurance portfolios can be measured and provide some sample analyses showing how different contracts may subsidize each other. This methodology also allows for a check, whether a contract is fairly calculated in a heterogeneous portfolio.
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life insurance
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heterogeneous portfolio
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participating contracts
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risk-neutral valuation
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interaction of contracts
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