Ruin Probability of a Life Insurance Company
F. Etienne De Vylder
Chapter Chapter 10 in Life Insurance Theory, 1997, pp 83-94 from Springer
Abstract:
Abstract Let us call technical interest rate i and technical life table l ξ, those used by the insurer in the evaluation of present values, prices, premiums and reserves. The technical interest rate i is different from the true interest rate i* produced by reserves and the technical mortality is not necessarily the same as the true mortality.
Keywords: Interest Rate; Life Insurance; Expected Profit; Solvency Parameter; Life Insurance Company (search for similar items in EconPapers)
Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4757-2616-9_10
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DOI: 10.1007/978-1-4757-2616-9_10
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