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Stochastic Life Contingencies with Solvency Considerations
are no longer readily available. Even if the mortality experiences of the policies are independent, the ... of interest and various decrements including mortality, disability, and so on. Under the modern approach ...- Authors: Daniel Dufresne, Edward Frees, Elias Shiu
- Date: Oct 1990
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Actuarial Profession>Competencies; Financial Reporting & Accounting
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Net Premiums in Stochastic Life Contingencies
individual net premium is defined by P, = E P(T) = E (1/S~). (2) Under general conditions given in the following ... a loss occurring at a fixed time t, let a(t) and s(t) be the present value of a known discounted stream ...- Authors: Edward Frees
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Life Insurance>Pricing - Life Insurance; Life Insurance>Reserves - Life Insurance