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Modelling longevity dynamics for pensions and annuity business

Pitacco, Ermanno; Denuit, Michel; Haberman, Steven; … - 2008

Persistent link: https://www.econbiz.de/10003741948

First-order mortality basis for life annuities

Denuit, Michel; Frostig, Esther - In: The Geneva risk and insurance review 33 (2008) 2, pp. 75-89

Persistent link: https://www.econbiz.de/10003791144

Model points and Tail-VaR in life insurance

Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 64 (2015), pp. 268-272

Persistent link: https://www.econbiz.de/10011398062

Longevity-contingent deferred life annuities

Denuit, Michel; Haberman, Steven; Renshaw, A. E. - In: Journal of pension economics and finance 14 (2015) 3, pp. 315-327

Persistent link: https://www.econbiz.de/10011338256

Premium indexing in lifelong health insurance

Vercruysse, W.; Dhaene, Jan; Denuit, Michel; Pitacco, … - 2012

Persistent link: https://www.econbiz.de/10009731600

Reserve-dependent benefits and costs in life and health insurance contracts

Christiansen, Marcus C.; Denuit, Michel; Dhaene, Jan - 2013

Persistent link: https://www.econbiz.de/10010358048

Reserve-dependent benefits and costs in life and health insurance contracts

Christiansen, Marcus C.; Denuit, Michel; Dhaene, Jan - 2014

Premiums and benefits associated with traditional life insurance contracts are usually specified as fixed amounts in policy conditions. However, reserve-dependent surrender values and reserve-dependent expenses are common in insurance practice. The famous Cantelli theorem in life insurance...

Persistent link: https://www.econbiz.de/10010399682

Reserve-dependent benefits and costs in life and health insurance constracts

Christiansen, Marcus C.; Denuit, Michel; Dhaene, Jan - In: Insurance / Mathematics & economics 57 (2014), pp. 132-137

Persistent link: https://www.econbiz.de/10010402700

Reserve-Dependent Benefits and Costs in Life and Health Insurance Contracts

Christiansen, Marcus Christian - 2014

Premiums and benefi ts associated with traditional life insurance contracts are usually specifi ed as fi xed amounts in policy conditions. However, reserve-dependent surrender values and reserve-dependent expenses are common in insurance practice. The famous Cantelli theorem in life insurance...

Persistent link: https://www.econbiz.de/10013057722

From regulatory life tables to stochastic mortality projections : the exponential decline model

Denuit, Michel; Trufin, Julien - In: Insurance / Mathematics & economics 71 (2016), pp. 295-303

Persistent link: https://www.econbiz.de/10011630848