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20182026
most citedNonlinear reserving and multiple contract modifications in life insurance

9 citations · 11 across the 10 of their papers we have counts for

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q-fin.ST2026

How the interpolation of life tables affects the decomposition of life insurance surplus

Mintodê Nicodème Atchadé, Marcus C. Christiansen, Friedrich Hubalek +1

The surplus of a life insurance policy depends on both systematic changes in mortality risk and financial changes. We propose to decompose the surplus by the axiomatically justifie…