کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5076634 1477218 2014 6 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Reserve-dependent benefits and costs in life and health insurance contracts
ترجمه فارسی عنوان
مزایای و هزینه های وابسته به رزرو در قراردادهای زندگی و بیمه درمانی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی
Premiums and benefits associated with traditional life insurance contracts are usually specified as fixed amounts in policy conditions. However, reserve-dependent surrender values and reserve-dependent expenses are common in insurance practice. The famous Cantelli theorem in life insurance ensures that under appropriate assumptions surrendering can be ignored in reserve calculations provided that the surrender payment equals the accumulated reserve. In this paper, more complex reserve-dependent payment patterns are considered, in line with insurance practice. Explicit formulas are derived for the corresponding reserve.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 57, July 2014, Pages 132-137
نویسندگان
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