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Reserve-dependent benefits and costs in life and health insurance contracts
Christiansen, Marcus C.; Denuit, Michel; Dhaene, Jan - 2014
Premiums and benefits associated with traditional life insurance contracts are usually specified as fixed amounts in policy conditions. However, reserve-dependent surrender values and reserve-dependent expenses are common in insurance practice. The famous Cantelli theorem in life insurance...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010399682
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Reserve-dependent benefits and costs in life and health insurance constracts
Christiansen, Marcus C.; Denuit, Michel; Dhaene, Jan - In: Insurance / Mathematics & economics 57 (2014), pp. 132-137
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010402700
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Reserve-dependent benefits and costs in life and health insurance contracts
Christiansen, Marcus C.; Denuit, Michel; Dhaene, Jan - 2013
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010358048
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Premium indexing in lifelong health insurance
Vercruysse, W.; Dhaene, Jan; Denuit, Michel; Pitacco, … - 2012
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009731600
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First-order mortality basis for life annuities
Denuit, Michel; Frostig, Esther - In: The Geneva risk and insurance review 33 (2008) 2, pp. 75-89
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003791144
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Modelling longevity dynamics for pensions and annuity business
Pitacco, Ermanno; Denuit, Michel; Haberman, Steven; … - 2008
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003741948
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Model points and Tail-VaR in life insurance
Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 64 (2015), pp. 268-272
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011398062
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Longevity-contingent deferred life annuities
Denuit, Michel; Haberman, Steven; Renshaw, A. E. - In: Journal of pension economics and finance 14 (2015) 3, pp. 315-327
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011338256
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Lifelong health insurance covers with surrender values : updating mechanisms in the presence of medical inflation
Dhaene, Jan; Godecharle, Els; Antonio, Katrien; Denuit, … - In: Astin bulletin : the journal of the International … 47 (2017) 3, pp. 803-836
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011763648
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On the transferability of reserves in lifelong health insurance contracts
Dhaene, Jan; Godecharle, Els; Antonio, Katrien; Denuit, … - 2015
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011291441