About a duration index for life insurance contracts

DOI10.1080/03461238.1990.10413876zbMath0754.62082OpenAlexW2045282542MaRDI QIDQ3990297

Ernesto Salinelli

Publication date: 28 June 1992

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

Full work available at URL: https://doi.org/10.1080/03461238.1990.10413876

zbMATH Keywords

discount ratesurvival functionimmunizationforce of mortalitylife assurancecritical durationduration indicesfinancially corrected expectation of lifemean duration of lifesingle premium contracts

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (1)

Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods

Cites Work

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• Immunization of multiple liabilities
• Sul tasso implicito di operazioni finanziarie aleatorie
• Inequalities: theory of majorization and its applications

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