Biometric worst-case scenarios for multi-state life insurance policies
type: Item
instance of: scholarly article
title: Biometric worst-case scenarios for multi-state life insurance policies
zbMATH Open document ID: 1231.91165
author: Marcus C. Christiansen
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91D20
zbMATH DE Number: 6004748
zbMATH Keywords: life insurance
zbMATH Keywords: prospective reserve
zbMATH Keywords: variations in the technical basis
zbMATH Keywords: worst-case scenario
zbMATH Keywords: calculating on the safe side
zbMATH Keywords: Solvency II
zbMATH Keywords: first-order basis
zbMATH Keywords: second-order basis
zbMATH Keywords: demographic risk
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2010.05.002
OpenAlex ID: W2070776800
cites work: Q3773148
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cites work: On the application of Thiele's differential equation in life insurance
cites work: Markov models and Thiele's integral equations for the prospective reserve
cites work: Lidstone in the continuous case
cites work: The emergence of profit in life insurance
cites work: Q5550836
DOI: 10.1016/J.INSMATHECO.2010.05.002
description: scientific article; zbMATH DE number 6004748