| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5076663 | Insurance: Mathematics and Economics | 2013 | 5 Pages |
Abstract
⺠The present work complements the recent paper by Barz and Müller (2012). ⺠We study not only two-state models but also multi-decrement models. ⺠We allow for any combination of sojourn and transition benefits. ⺠We study increasing, decreasing, convex, and concave rates. ⺠We derive upper and lower bounds for the prospective reserves.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Marcus C. Christiansen, Michel M. Denuit,