Probabilistic analysis of profitability of life reinsurance treaties
type: Item
instance of: scholarly article
zbMATH Open document ID: 0998.91029
author: V. Yu. Sukhinin
author: G. P. Basharin
publication date: 2001-06-25T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B70
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 1609659
zbMATH Keywords: life insurance
zbMATH Keywords: probabilistic analysis
MaRDI profile type: Publication
title: Probabilistic analysis of profitability of life reinsurance treaties
published in: Vestnik Rossiĭskogo Universiteta Druzhby Narodov. Seriya Prikladnaya Matematika i Informatika
review text: 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.
reviewed by: A. A. Martynyuk
description: scientific article; zbMATH DE number 1609659