IDEAS home Printed from https://ideas.repec.org/a/eee/insuma/v18y1996i1p35-42.html
   My bibliography  Save this article

On probability distributions of present values in life insurance

Author

Listed:
  • Hesselager, Ole
  • Norberg, Ragnar

Abstract

No abstract is available for this item.

Suggested Citation

  • Hesselager, Ole & Norberg, Ragnar, 1996. "On probability distributions of present values in life insurance," Insurance: Mathematics and Economics, Elsevier, vol. 18(1), pages 35-42, May.
  • Handle: RePEc:eee:insuma:v:18:y:1996:i:1:p:35-42
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0167-6687(95)00026-7
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Dhaene, Jan, 1990. "Distributions in Life Insurance," ASTIN Bulletin, Cambridge University Press, vol. 20(1), pages 81-92, April.
    2. Norberg, Ragnar, 1995. "Differential equations for moments of present values in life insurance," Insurance: Mathematics and Economics, Elsevier, vol. 17(2), pages 171-180, October.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Milbrodt, Hartmut, 2000. "Hattendorff's theorem for non-smooth continuous-time Markov models II: Application," Insurance: Mathematics and Economics, Elsevier, vol. 26(1), pages 1-14, February.
    2. B. Levikson & E. Frostig & D. Bshouty, 2001. "An Algorithm Evaluating Generalized Life Insurance Programs," Methodology and Computing in Applied Probability, Springer, vol. 3(3), pages 329-340, September.
    3. Jamaal Ahmad, 2021. "Multivariate higher order moments in multi-state life insurance," Papers 2102.11714, arXiv.org, revised Oct 2021.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Feng, Xinlong & He, Guoliang & Abdurishit,, 2008. "Estimation of parameters of the Makeham distribution using the least squares method," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 77(1), pages 34-44.
    2. Jamaal Ahmad & Mogens Bladt, 2022. "Phase-type representations of stochastic interest rates with applications to life insurance," Papers 2207.11292, arXiv.org, revised Nov 2022.
    3. Asmussen, Soren & Moller, Jakob R., 2003. "Risk comparisons of premium rules: optimality and a life insurance study," Insurance: Mathematics and Economics, Elsevier, vol. 32(3), pages 331-344, July.
    4. Djehiche, Boualem & Löfdahl, Björn, 2014. "Risk aggregation and stochastic claims reserving in disability insurance," Insurance: Mathematics and Economics, Elsevier, vol. 59(C), pages 100-108.
    5. B. Levikson & E. Frostig & D. Bshouty, 2001. "An Algorithm Evaluating Generalized Life Insurance Programs," Methodology and Computing in Applied Probability, Springer, vol. 3(3), pages 329-340, September.
    6. Koca, Ilknur, 2018. "Efficient numerical approach for solving fractional partial differential equations with non-singular kernel derivatives," Chaos, Solitons & Fractals, Elsevier, vol. 116(C), pages 278-286.
    7. Milbrodt, Hartmut & Stracke, Andrea, 1997. "Markov models and Thiele's integral equations for the prospective reserve," Insurance: Mathematics and Economics, Elsevier, vol. 19(3), pages 187-235, May.
    8. Jamaal Ahmad, 2021. "Multivariate higher order moments in multi-state life insurance," Papers 2102.11714, arXiv.org, revised Oct 2021.
    9. Angus Macdonald & Pradip Tapadar, 2010. "Multifactorial Genetic Disorders and Adverse Selection: Epidemiology Meets Economics," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 77(1), pages 155-182, March.
    10. Gupta, Aparna & Li, Lepeng, 2007. "Integrating long-term care insurance purchase decisions with saving and investment for retirement," Insurance: Mathematics and Economics, Elsevier, vol. 41(3), pages 362-381, November.
    11. Rajeev Rajaram & Nathan Ritchey, 2021. "Hattendorff Differential Equation for Multi-State Markov Insurance Models," Risks, MDPI, vol. 9(9), pages 1-19, September.
    12. Ahsan, Muhammad & Lei, Weidong & Bohner, Martin & Khan, Amir Ali, 2024. "A high-order multi-resolution wavelet method for nonlinear systems of differential equations," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 215(C), pages 543-559.
    13. Møller, Thomas, 1998. "Risk-Minimizing Hedging Strategies for Unit-Linked Life Insurance Contracts," ASTIN Bulletin, Cambridge University Press, vol. 28(1), pages 17-47, May.
    14. Milbrodt, Hartmut, 1999. "Hattendorff's theorem for non-smooth continuous-time Markov models I: Theory," Insurance: Mathematics and Economics, Elsevier, vol. 25(2), pages 181-195, November.
    15. Zhao, Xiaobing & Zhou, Xian, 2012. "Estimation of medical costs by copula models with dynamic change of health status," Insurance: Mathematics and Economics, Elsevier, vol. 51(2), pages 480-491.
    16. Hoedemakers, Tom & Darkiewicz, Grzegorz & Goovaerts, Marc, 2005. "Approximations for life annuity contracts in a stochastic financial environment," Insurance: Mathematics and Economics, Elsevier, vol. 37(2), pages 239-269, October.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:insuma:v:18:y:1996:i:1:p:35-42. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/505554 .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.