Statistical Estimation Techniques in Life and Disability Insurance—A Short Overview

DOI10.1007/978-3-319-30417-5_5zbMath1406.62114OpenAlexW2493149288MaRDI QIDQ4558892

Boualem Djehiche

Publication date: 30 November 2018

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-30417-5_5

zbMATH Keywords

disability insurancelife insuranceThiele's equationclaims reservingmortality modeling

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Reliability and life testing (62N05)

Cites Work

• Unnamed Item
• Stochastic mortality models: an infinite-dimensional approach
• On age-period-cohort parametric mortality rate projections
• Mortality risk modeling: applications to insurance securitization
• Affine processes for dynamic mortality and actuarial valuations
• A bidimensional approach to mortality risk
• A Poisson log-bilinear regression approach to the construction of projected lifetables.
• A theory of bonus life insurance
• On Bonus and Bonus Prognoses in Life Insurance
• Stochastic mortality under measure changes
• Surplus-linked life insurance
• Reserves in Life and Pension Insurance
• Stochastic interest rate in life insurance: The principle of equivalence revisited
• Stochastic modelling of disability insurance in a multi-period framework
• Sensitivity of life insurance reserves via Markov semigroups

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