On stochastic life contingencies
Traditional actuarial valuations of actuarial functions such as life insurance, life annuities and premiums uses deterministic interest discounting. Instead of using the traditional actuarial techniques, this paper discusses a method, which considers the interest function, random, and designated it...
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1999
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oai:animorepository.dlsu.edu.ph:etd_bachelors-170762021-12-03T02:35:04Z On stochastic life contingencies Chua, Wilbert L. Lim, Merry Jane S. Traditional actuarial valuations of actuarial functions such as life insurance, life annuities and premiums uses deterministic interest discounting. Instead of using the traditional actuarial techniques, this paper discusses a method, which considers the interest function, random, and designated it as stochastic life contingencies. This paper is an exposition of the article Stochastic Life Contingencies with Solvency Considerations by Edward W. Frees, TSA, Volume 42, 1990. It discusses how certain actuarial functions are affected when using a stochastic interest environment. 1999-01-01T08:00:00Z text https://animorepository.dlsu.edu.ph/etd_bachelors/16563 Bachelor's Theses English Animo Repository |
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De La Salle University |
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Philippines Philippines |
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Traditional actuarial valuations of actuarial functions such as life insurance, life annuities and premiums uses deterministic interest discounting. Instead of using the traditional actuarial techniques, this paper discusses a method, which considers the interest function, random, and designated it as stochastic life contingencies. This paper is an exposition of the article Stochastic Life Contingencies with Solvency Considerations by Edward W. Frees, TSA, Volume 42, 1990. It discusses how certain actuarial functions are affected when using a stochastic interest environment. |
| format |
text |
| author |
Chua, Wilbert L. Lim, Merry Jane S. |
| spellingShingle |
Chua, Wilbert L. Lim, Merry Jane S. On stochastic life contingencies |
| author_facet |
Chua, Wilbert L. Lim, Merry Jane S. |
| author_sort |
Chua, Wilbert L. |
| title |
On stochastic life contingencies |
| title_short |
On stochastic life contingencies |
| title_full |
On stochastic life contingencies |
| title_fullStr |
On stochastic life contingencies |
| title_full_unstemmed |
On stochastic life contingencies |
| title_sort |
on stochastic life contingencies |
| publisher |
Animo Repository |
| publishDate |
1999 |
| url |
https://animorepository.dlsu.edu.ph/etd_bachelors/16563 |
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1772835349207187456 |