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A Probabilistic Model for Life Contingencies and a Delta-Free Approach to Contingency Reserves
DELTA-FREE APPROACH TO CONTINGENCY RESERVES HANS U. GERBER ABSTRACT The first part of the paper is ... . . . and a sequence of random vectors So, $1, S , , . . . (say k-dimensional vectors) such that X ...- Authors: Gottfried O Berger, Hans U Gerber, Harry H Panjer
- Date: Oct 1976
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Professional development; Annuities>Reserves - Annuities; Life Insurance>Reserves - Life Insurance