Risk and Savings Contracts

Following the quot;time-capitalquot; approach of De Vylder (1997) it is shown that a fair life insurance contract can uniquely be separated into a fair savings and a fair pure risk contract. It is also shown that a fair life insurance contract can be separated into a fair associated stochastic savings contract and a fair associated pure risk contract

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Year of publication:	[2006]
Authors:	Dhaene, Jan
Other Persons:	Wolthuis, H. (contributor) ; Denuit, Michel (contributor) ; Goovaerts, Marc (contributor)
Publisher:	[2006]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (42 p)
Type of publication:	Book / Working Paper
Notes:	In: Transactions of the 27th International Congress of Actuaries, March 17-22, 2002
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012780871