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On probability distributions of present values in life insurance

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  • Hesselager, Ole
  • Norberg, Ragnar

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  • 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
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    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.
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    Cited by:

    1. Jamaal Ahmad, 2021. "Multivariate higher order moments in multi-state life insurance," Papers 2102.11714, arXiv.org, revised Oct 2021.
    2. 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.
    3. 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.

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