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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
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.