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The Impact of Stress Factors on the Price of Widow’s Pensions

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Modern Problems in Insurance Mathematics

Part of the book series: EAA Series ((EAAS))

Abstract

A model of joint life insurance with a stress factor is considered. The framework for maximal coupling of time-inhomogeneous Markov chains is investigated, and as a result a theorem on the stability of expectations of a function on a Markov chain is proved. Numerical examples, such as a valuation of the impact of stress factors on the widow[er]’s pension price, are considered.

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Authors and Affiliations

  1. Taras Shevchenko National University of Kyiv, Kyiv, Ukraine

    Yurij Kartashov, Vitalij Golomoziy & Nikolai Kartashov

Authors
  1. Yurij Kartashov
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  2. Vitalij Golomoziy
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  3. Nikolai Kartashov
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Correspondence to Yurij Kartashov .

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Editors and Affiliations

  1. Department of Mathematics Professor of Mathematical Statistics, Stockholm University, Stockholm, Sweden

    Dmitrii Silvestrov

  2. Department of Mathematics Professor in Mathematical Statistics, Stockholm University, Stockholm, Sweden

    Anders Martin-Löf

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Kartashov, Y., Golomoziy, V., Kartashov, N. (2014). The Impact of Stress Factors on the Price of Widow’s Pensions. In: Silvestrov, D., Martin-Löf, A. (eds) Modern Problems in Insurance Mathematics. EAA Series. Springer, Cham. https://doi.org/10.1007/978-3-319-06653-0_14

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