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Document Details : Title: Distributions in Life Insurance Author(s): DHAENE, Jan Journal: ASTIN Bulletin Volume: 20 Issue: 1 Date: April 1990 Pages: 81-92 DOI: 10.2143/AST.20.1.2005484 Abstract : In most textbooks and papers that deal with the stochastic theory of life contingencies, the stochastic approach is restricted to the computation of expectations and higher order moments. For a wide class of insurances on a single life, we derive the distribution and the probability density function of the benefit and the loss functions. Both the continuous and the discrete case are considered. |
