Life Insurance Policies with Statistical Heterogeneous Population

M. Dahan, E. Frostig and N. A. Langberg

Scandinavian Actuarial Journal, 2002, vol. 2002, issue 3, 212-222

Abstract: In the paper we consider an endowment insurance contract with a twelve months maturation time. Using the majorization order and Schur-convex functions we derive upper and lower bounds of the premium, the death and survival benefits for a hetrogeneous population of insureds. The bounds are obtained for the exponential, Balducci, and linear approximations.

Date: 2002
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DOI: 10.1080/034612302320179872

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