关于人寿保险的技术基础和盈余

IF 1.6 3区 经济学 Q3 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Scandinavian Actuarial Journal Pub Date : 2024-06-19 DOI:10.1080/03461238.2024.2363183
Oytun Haçarız, Torsten Kleinow, Angus S. Macdonald
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引用次数: 0

摘要

我们重新审视了以马尔可夫模型为代表的一般人寿保险合同的盈余问题。我们根据蒂勒方程中的边界条件对技术基础进行了分类,从而允许更多的一般规则。
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On technical bases and surplus in life insurance
We revisit surplus on general life insurance contracts, represented by Markov models. We classify technical bases in terms of boundary conditions in Thiele's equation(s), allowing more general regu...
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来源期刊
Scandinavian Actuarial Journal
Scandinavian Actuarial Journal MATHEMATICS, INTERDISCIPLINARY APPLICATIONS-STATISTICS & PROBABILITY
CiteScore
3.30
自引率
11.10%
发文量
38
审稿时长
>12 weeks
期刊介绍: Scandinavian Actuarial Journal is a journal for actuarial sciences that deals, in theory and application, with mathematical methods for insurance and related matters. The bounds of actuarial mathematics are determined by the area of application rather than by uniformity of methods and techniques. Therefore, a paper of interest to Scandinavian Actuarial Journal may have its theoretical basis in probability theory, statistics, operations research, numerical analysis, computer science, demography, mathematical economics, or any other area of applied mathematics; the main criterion is that the paper should be of specific relevance to actuarial applications.
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