scholarly journals Multivariate higher order moments in multi-state life insurance

Author(s):  
Jamaal Ahmad
1990 ◽  
Vol 20 (1) ◽  
pp. 81-92 ◽  
Author(s):  
Jan Dhaene

AbstractIn 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.


Patterns ◽  
2021 ◽  
Vol 2 (9) ◽  
pp. 100332
Author(s):  
N. Alexia Raharinirina ◽  
Felix Peppert ◽  
Max von Kleist ◽  
Christof Schütte ◽  
Vikram Sunkara

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