Ruin Probability of a Life Insurance Company

  • F. Etienne De Vylder


Let us call technical interest rate i and technical life table l ξ, those used by the insurer in the evaluation of present values, prices, premiums and reserves. The technical interest rate i is different from the true interest rate i* produced by reserves and the technical mortality is not necessarily the same as the true mortality.


Interest Rate Life Insurance Expected Profit Solvency Parameter Life Insurance Company 
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Copyright information

© Springer Science+Business Media Dordrecht 1997

Authors and Affiliations

  • F. Etienne De Vylder
    • 1
  1. 1.GhentBelgium

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