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Life Insurance Theory

Actuarial Perspectives

  • Book
  • © 1997

Overview

Authors:
  1. F. Etienne Vylder

    1. Ghent, Belgium

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Table of contents (16 chapters)

  1. Front Matter

    Pages i-xv
    Download chapter PDF

  2. Financial Models

    • F. Etienne De Vylder
    Pages 1-10

  3. Mortality Models

    • F. Etienne De Vylder
    Pages 11-17

  4. Construction of Life Tables

    • F. Etienne De Vylder
    Pages 19-24

  5. Basic Concepts of Live Insurance Mathematics

    • F. Etienne De Vylder
    Pages 25-28

  6. Life Annuities (One Life)

    • F. Etienne De Vylder
    Pages 29-41

  7. Life Insurances (One Life)

    • F. Etienne De Vylder
    Pages 43-50

  8. Relations between Life Annuities and Life Insurances (One Life)

    • F. Etienne De Vylder
    Pages 51-56

  9. Decompositions of Time-Capitals (One Life)

    • F. Etienne De Vylder
    Pages 57-64

  10. Life Insurance Contracts (One Life)

    • F. Etienne De Vylder
    Pages 65-81

  11. Ruin Probability of a Life Insurance Company

    • F. Etienne De Vylder
    Pages 83-94

  12. Insurances on a Status (Several Lives)

    • F. Etienne De Vylder
    Pages 95-103

  13. Decompositions of Time-Capitals (Several Lives)

    • F. Etienne De Vylder
    Pages 105-109

  14. Life Insurance Contracts (Several Lives)

    • F. Etienne De Vylder
    Pages 111-113

  15. Multiple Decrement Models

    • F. Etienne De Vylder
    Pages 115-132

  16. Variances (Several Lives)

    • F. Etienne De Vylder
    Pages 133-138

  17. Population Groups on a Graph

    • F. Etienne De Vylder
    Pages 139-156

  18. Back Matter

    Pages 157-184
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Keywords

About this book

This book is different from all other books on Life Insurance by at least one of the following characteristics 1-4. 1. The treatment of life insurances at three different levels: time-capital, present value and price level. We call time-capital any distribution of a capital over time: (*) is the time-capital with amounts Cl, ~, ... , C at moments Tl, T , ..• , T resp. N 2 N For instance, let (x) be a life at instant 0 with future lifetime X. Then the whole oO oO life insurance A is the time-capital (I,X). The whole life annuity ä is the x x time-capital (1,0) + (1,1) + (1,2) + ... + (I,'X), where 'X is the integer part ofX. The present value at 0 of time-capital (*) is the random variable T1 T TN Cl V + ~ v , + ... + CNV . (**) In particular, the present value ofA 00 and ä 00 is x x 0 0 2 A = ~ and ä = 1 + v + v + ... + v'X resp. x x The price (or premium) of a time-capital is the expectation of its present value. In particular, the price ofA 00 and äx 00 is x 2 A = E(~) and ä = E(I + v + v + ... + v'X) resp.

Authors and Affiliations

  • Ghent, Belgium

    F. Etienne Vylder

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