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Description
  • In this article classical approach for calculating premium and reserve of life insurance products is replaced by an alternative method using Markov chains with rewards. This approach allows us to investigate more complicated problems. Recursive formulas for mathematical reserve of life insurance products considered as expected total discounted return of a Markov reward chains are obtained. Using specific properties of the reserve we can also calculate the insurance premium and the variance of the reserve.
  • In this article classical approach for calculating premium and reserve of life insurance products is replaced by an alternative method using Markov chains with rewards. This approach allows us to investigate more complicated problems. Recursive formulas for mathematical reserve of life insurance products considered as expected total discounted return of a Markov reward chains are obtained. Using specific properties of the reserve we can also calculate the insurance premium and the variance of the reserve. (en)
  • V článku je klasický přístup pro výpočet prémie a rezervy životního pojištění nahrazen alternativním přístupem založeným na využití markovských řetězců s ohodnoceními. Jsou odvozeny rekurzívni vztahy pro životní pojistky modelované jako celkový očekávaný diskontovaný výnos markovských řetězců s ohodnoceními. Využitím specifických vlastností pojistné rezervy lze vypočíst i výši pojistné prémie a rozptyl rezervy (cs)
Title
  • Model of life insurance policies using Markov chains with rewards
  • Model of life insurance policies using Markov chains with rewards (en)
  • Využití markovských řetězců s ohodnoceními pro životní pojištění (cs)
skos:prefLabel
  • Model of life insurance policies using Markov chains with rewards
  • Model of life insurance policies using Markov chains with rewards (en)
  • Využití markovských řetězců s ohodnoceními pro životní pojištění (cs)
skos:notation
  • RIV/67985556:_____/04:00106265!RIV/2005/GA0/A16005/N
http://linked.open.../vavai/riv/strany
  • 179;186
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/02/1015), Z(AV0Z1075907)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 573906
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/04:00106265
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Markov chains with rewards;life insurance;mathematical reserve (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [4AF84EEEF627]
http://linked.open...v/mistoKonaniAkce
  • Virt
http://linked.open...i/riv/mistoVydani
  • Bratislava
http://linked.open...i/riv/nazevZdroje
  • Proceedings of the International Conference Quantitative Methods in Economics. (Multiple Criteria Decision Making XII)
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Sitař, Milan
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • University of Economics
https://schema.org/isbn
  • 80-8078-012-9
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