A sensitivity analysis of typical life insurance contracts with respect to the technical basis
type: Item
instance of: scholarly article
title: A sensitivity analysis of typical life insurance contracts with respect to the technical basis
zbMATH Open document ID: 1152.91574
author: Marcus C. Christiansen
published in: Insurance Mathematics \& Economics
publication date: 2009-01-28T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5499603
zbMATH Keywords: life insurance
zbMATH Keywords: variations in the technical basis
zbMATH Keywords: prospective reserve
zbMATH Keywords: premium level
zbMATH Keywords: sensitivity analysis
zbMATH Keywords: insurance packages
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2007.08.005
OpenAlex ID: W2043090105
cites work: Statistical models based on counting processes
cites work: Q3773148
cites work: Markov Chain Models in Life Insurance
cites work: On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements
cites work: Measuring the effect of mortality improvements on the cost of annuities
cites work: On the application of Thiele's differential equation in life insurance
cites work: Mathematische Methoden der Personenversicherung
cites work: Markov models and Thiele's integral equations for the prospective reserve
cites work: Lidstone in the continuous case
cites work: On Bonus and Bonus Prognoses in Life Insurance
cites work: Uncertainty in mortality projections: an actuarial perspective
cites work: The emergence of profit in life insurance
DOI: 10.1016/J.INSMATHECO.2007.08.005
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description: scientific article; zbMATH DE number 5499603