Reserves and profits in a life insurance portfolio

Annamaria Olivieri () and Ermanno Pitacco ()
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Annamaria Olivieri: Università di Parma, Dipartimento di Economia
Ermanno Pitacco: Università di Trieste, Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche

Chapter Chapter 6 in Introduction to Insurance Mathematics, 2011, pp 291-316 from Springer

Abstract: Abstract When shifting from individual reserves to the portfolio reserve, various specific problems arise, although many basic ideas about the individual reserving process keep their validity. In particular, as in the individual case, the portfolio reserve can be looked at under two different perspectives: • an amount which quantifies the expected insurer’s liability for future benefits, net of future premiums; • assets, provided by the accumulation of (part of) the premiums, facing the liability mentioned above.

Keywords: Insurance Portfolio; Portfolio Size; Risk Margin; Solvency Capital Requirement; Annual Premium (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-642-16029-5_6

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DOI: 10.1007/978-3-642-16029-5_6

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