Probabilistic analysis of profitability of life reinsurance treaties
The authors present the elements of general theory and a series of results by \textit{R.~Norberg} [Obozr. Prikl. Prom. Mat. 2, No. 5, 823-848 (1995); ibid. 5, No. 1, 83-116 (1998); Scand. Actuar. J. 1, No. 1, 3-24 (1991; Zbl 0759.62028)] which are new for the Russian-speaking readers. The authors discuss some partial cases being of importance for insurance and set out numerical examples.
scientific article; zbMATH DE number 1609659