Actuarial equivalence

DOI10.1016/0167-6687(94)90792-7zbMath0820.62091OpenAlexW4239111028MaRDI QIDQ1892990

Henk Wolthuis

Publication date: 19 September 1995

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6687(94)90792-7

zbMATH Keywords

life insuranceactuarial equivalence principlelife contingenciesacturial relationshipsseparable benefit functions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (1)

An algorithmic approach to discrete time non-homogeneous backward semi-Markov reward processes with an application to disability insurance

Cites Work

• The recursive calculation of the moments of the profit on a sickness insurance policy
• On the application of Thiele's differential equation in life insurance
• Reserves in Life and Pension Insurance
• Unnamed Item
• Unnamed Item

This page was built for publication: Actuarial equivalence