Reserve-dependent benefits and costs in life and health insurance contracts
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Abstract
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Note: In : Insurance: Mathematics and Economics, vol. 57, p. 132-137 (2014)
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Other versions of this item:
- Christiansen, Marcus C. & Denuit, Michel & Dhaene, Jan, 2014. "Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts," LIDAM Discussion Papers ISBA 2014004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Marcus C. Christiansen & Michel M. Denuit & Jan Dhaene, 2014. "Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts," Tinbergen Institute Discussion Papers 14-117/IV/DSF80, Tinbergen Institute.
References listed on IDEAS
- Wolthuis, Henk & Hoem, Jan M., 1990. "The retrospective premium reserve," Insurance: Mathematics and Economics, Elsevier, vol. 9(2-3), pages 229-234, September.
- Stephen Fier & Andre Liebenberg, 2013. "Life Insurance Lapse Behavior," North American Actuarial Journal, Taylor & Francis Journals, vol. 17(2), pages 153-167.
- 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.
Citations
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Cited by:
- Christiansen, Marcus C. & Djehiche, Boualem, 2020.
"Nonlinear reserving and multiple contract modifications in life insurance,"
Insurance: Mathematics and Economics, Elsevier, vol. 93(C), pages 187-195.
- Marcus C. Christiansen & Boualem Djehiche, 2019. "Nonlinear reserving and multiple contract modifications in life insurance," Papers 1911.06159, arXiv.org, revised Mar 2020.
- Dacev, Nikola, 2017. "The Necessity Of Legal Arrangement Of Unit-Linked Life Insurance Products," UTMS Journal of Economics, University of Tourism and Management, Skopje, Macedonia, vol. 8(3), pages 259-269.
- Djehiche, Boualem & Löfdahl, Björn, 2016. "Nonlinear reserving in life insurance: Aggregation and mean-field approximation," Insurance: Mathematics and Economics, Elsevier, vol. 69(C), pages 1-13.
- David Bogataj & Marija Bogataj & Samo Drobne, 2022. "Long-Term Care Sustainable Networks in ADRION Region," Sustainability, MDPI, vol. 14(18), pages 1-23, September.
- Kabuche, Doreen & Sherris, Michael & Villegas, Andrés M. & Ziveyi, Jonathan, 2024. "Pooling functional disability and mortality in long-term care insurance and care annuities: A matrix approach for multi-state pools," Insurance: Mathematics and Economics, Elsevier, vol. 116(C), pages 165-188.
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JEL classification:
- G00 - Financial Economics - - General - - - General
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