Die Methode der verzerrten Wahrscheinlichkeiten in der Lebens- und Rentenversicherung

DOI10.1007/BF02808358zbMath0986.62084OpenAlexW2027299467MaRDI QIDQ4219952

Dmitri Kaplan, Dieter Denneberg

Publication date: 10 June 2002

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

Full work available at URL: https://doi.org/10.1007/bf02808358

zbMATH Keywords

integrationlife tablesrisk loadingnew premium principlenon-additive measure theory

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Foundations and philosophical topics in statistics (62A01) Probabilistic measure theory (60A10)

Related Items (1)

Asymptotic consistency of risk functionals

Cites Work

• Non-additive measure and integral
• Axiomatic characterization of insurance prices
• Theory of capacities
• Bestimmung einer angemessenen sterbetafel für lebensversicherungen mit todesfallcharakter
• Construction of life tables
• Herleitung der DAV-sterbetafel 1994 R für rentenversicherungen
• The Dual Theory of Choice under Risk

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