Efficient projections of with-profit life insurance using lumping

Author:

Andersen Ida E.,Lollike Alexander S.ORCID

Funder

Innovationsfonden

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference17 articles.

1. Ahmad J, Bladt M (2022) Aggregate markov models in life insurance: estimation via the em algorithm. arXiv:2212.10661

2. Ahmad J, Bladt M, Furrer C (2022) Aggregate markov models in life insurance: properties and valuation. arXiv:2212.03705

3. Ahmad J, Buchardt K, Furrer C (2021) Computation of bonus in multi-state life insurance. arXiv Available at: arXiv:2007.04051

4. Asmussen S, Steffensen M (2020) Risk and insurance a graduate text. In: Probability Theory and Stochastic Modelling, 96. Springer International Publishing, Cham, 1st ed. 2020. edition, 2020. (ISBN 3-030-35176-9)

5. Bacinello AR, Millossovich P, Chen A (2018) The impact of longevity and investment risk on a portfolio of life insurance liabilities. Eur Actu J 8(2):257–290. (ISSN 2190-9733)

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