1,720,975 research outputs found
Su una definizione relativa al confronto dell'atteggiamento di due soggetti di fronte al rischio
No full text
Thiele's differential equation generalized
No full textA general model for the evaluation of insurance policies by means of the mathematical reserve is determined. We obtain an expression which allows us to draw generalized versions of the traditional Thiele’s equation in different stochastic hypothesis, both for the actualization and for the mortality intensity and, more in general, for the transition intensities.
Mathematics Sub ject Classifications (2000). 91B28, 91B30, 91B7
A Markov process interest and mortality model
No full textFor several years stochastic models have been proposed that are able to capture uncertainty linked to the future development both of financial and demographic components inherent in the policy. We consider a multistate life insurance contract and propose a model where both the interest intensity and the transition intensities, the latter describing the demographic structure, are managed by multistate stochastic models. In particular, we study a life insurance contract and derive differential equations of the mathematical prospective reserve. Finally, we study mean values of actualization factors and survival probabilities, and derive the differential equations they satisfy. Such results allow us to obtain adequate premium flows.
Mathematics Sub ject Classifications (2000). 60J27, 91B30, 91B7
Su un problema a doppia barriera
No full textUnder the assumption of an upper reflecting barrier, the net single premium of a dynamic solvency
insurance contract is considered. Some properties are derived by means of integral and integral-
differential equations. This premium is derived in a particular case. Furthermore, the dividends
expected present value is considered and the equations fulfilled are derived with some properties
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