Nonparametric Estimation of Net Premium Functionals for Different Statuses in Collective Life Insurance

DOI10.1007/978-3-319-13671-4_27zbMath1329.91067OpenAlexW336623596MaRDI QIDQ3463566

Yaroslav Lopukhin, Gennady M. Koshkin

Publication date: 19 January 2016

Published in: Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13671-4_27

zbMATH Keywords

survival functionnonparametric estimatenet premium\(k\)-survivor statuscollective life insurancemixed status

Mathematics Subject Classification ID

Nonparametric estimation (62G05)

Cites Work

• A joint valuation of premium payment and surrender options in participating life insurance contracts
• Optimal asset allocation for a general portfolio of life insurance policies
• Asset management and surplus distribution strategies in life insurance: An examination with respect to risk pricing and risk measurement
• Analyzing surplus appropriation schemes in participating life insurance from the insurer's and the policyholder's perspective
• Fair Valuation of Life Insurance Contracts Under a Correlated Jump Diffusion Model
• PARTICIPATING PAYOUT LIFE ANNUITIES: LESSONS FROM GERMANY

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