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Distributions in Life Insurance

Published online by Cambridge University Press:  29 August 2014

Jan Dhaene
Jan Dhaene*
Affiliation:
Instituut voor Actuariële Wetenschappen, K.U. Leuven, Belgium
*
Instituut voor Actuariële Wetenschappen, K.U. Leuven, Dekenstraat 2, B-3000 Leuven, Belgium.
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Abstract

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In most textbooks and papers that deal with the stochastic theory of life contingencies, the stochastic approach is restricted to the computation of expectations and higher order moments. For a wide class of insurances on a single life, we derive the distribution and the probability density function of the benefit and the loss functions. Both the continuous and the discrete case are considered.

Keywords

Single life contingenciesbenefit functionloss functionstochastic approach

Information

Type
Articles
Information
ASTIN Bulletin: The Journal of the IAA , Volume 20 , Issue 1 , April 1990 , pp. 81 - 92
Copyright
Copyright © International Actuarial Association 1990

References

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