On Bonus and Bonus Prognoses in Life Insurance

DOI10.1080/03461230152592773zbMath0979.91045OpenAlexW2116714189MaRDI QIDQ2759550

Ragnar Norberg

Publication date: 12 December 2001

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230152592773

zbMATH Keywords

redistributionMarkov chainsurplusbonusestechnical surplusretrospective reserve

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Related Items

Entrance times of random walks: with applications to pension fund modeling, Valuation and hedging of life insurance liabilities with systematic mortality risk, COMPUTATION OF BONUS IN MULTI-STATE LIFE INSURANCE, Statistical Estimation Techniques in Life and Disability Insurance—A Short Overview, OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL, A law of large numbers approach to valuation in life insurance, Dynamics of state-wise prospective reserves in the presence of non-monotone information, Dynamics of solvency risk in life insurance liabilities, On risk charges and shadow account options in pension funds, Matrix representations of life insurance payments, Evaluating the Technical Provisions for Traditional Brazilian Annuity Plans: Continuous-Time Stochastic Approach Based on Solvency Principles, Pricing Guaranteed Life Insurance Participating Policies with Annual Premiums and Surrender Option, RISK ANALYSIS OF ANNUITY CONVERSION OPTIONS IN A STOCHASTIC MORTALITY ENVIRONMENT, Ragnar Norberg (1945–2017): an actuary of a unique kind, A sensitivity analysis of typical life insurance contracts with respect to the technical basis, Some further ideas concerning the interaction between insurance and investment risks, Investing for retirement through a with-profits pension scheme: a client's perspective, Surplus-linked life insurance, Scenario-based life insurance prognoses in a multi-state Markov model

Cites Work

• On the application of Thiele's differential equation in life insurance
• A theory of bonus life insurance
• Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts
• A note on bonus theory
• Pricing of Unit-linked Life Insurance Policies
• A time‐continuous markov chain interest model with applications to insurance
• Unnamed Item