Efficient projections of with-profit life insurance using lumping

DOI10.1007/S13385-023-00352-6zbMATH Open1537.91236MaRDI QIDQ6550181

Alexander Sevel Lollike, Ida E. Andersen

Publication date: 4 June 2024

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

zbMATH Keywords

projectionslumpingwith-profit insurancemulti state life insurance

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Cites Work

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• Forward transition rates
• The impact of longevity and investment risk on a portfolio of life insurance liabilities
• Scenario-based life insurance prognoses in a multi-state Markov model
• Reserves in Life and Pension Insurance
• Risk and Insurance

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