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q-fin.RM2022
Transaction time models in multi-state life insurance
Kristian Buchardt, Christian Furrer, Oliver Lunding Sandqvist
In life insurance contracts, benefits and premiums are typically paid contingent on the biometric state of the insured. Due to delays between the occurrence, reporting, and settlem…
q-fin.RM2020
Computation of bonus in multi-state life insurance
Jamaal Ahmad, Kristian Buchardt, Christian Furrer
We consider computation of market values of bonus payments in multi-state with-profit life insurance. The bonus scheme consists of additional benefits bought according to a dividen…