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Application of the phase-type mortality law to life contingencies and risk management
Kim, Joseph H. T.; Bae, Taehan; Kim, Soyeun
Article
Issue Date
2017
Citation
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, v.33, no.2, pp.184 - 212
Publisher
WILEY
1
Discover
Author
Kim, So Yeun
1
Subject
benefit reserves
1
CTE loaded premiums
1
DISTRIBUTIONS
1
multiple life products
1
phase-type distributions
1
portfolio diversification effect
1
portfolio interest rate sensitivity
1
provision for adverse deviation
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pure premiums
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subgroup pricing
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Date Issued
2017
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English
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