Prospective and retrospective premium reserves

DOI10.1007/BF02808423zbMath0754.62083MaRDI QIDQ4012964

Henk Wolthuis

Publication date: 27 September 1992

Published in: Blätter der DGVFM (Search for Journal in Brave)

zbMATH Keywords

conditional expectationslife assurancecontinuous time Markov chain modelarbitrary time intervalscombination of payment functions and discount functionsdefinitions of retrospective premium reservesmulti-state life policyThiele differential equation

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)

Related Items

The retrospective premium reserve, Multivariate higher order moments in multi-state life insurance

Cites Work

• The retrospective premium reserve
• Markov Chain Models in Life Insurance