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M. Atchadé

1 paper hereh-index 12428 citations40 works total

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  • first author1

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  • q-fin.ST1

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collaborators

1 paper

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…

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