Retrospective Reserves and Bonus with Policyholder Behavior

Legislation imposes insurance companies to project their assets and liabilities in various financial scenarios. Within the setup of with-profit life insurance, we consider retrospective reserves and bonus, and we study projection of balances with and without policyholder behavior. The projection res...

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Bibliographic Details
Main Authors: Debbie Kusch Falden, Anna Kamille Nyegaard
Format: Article
Language:English
Published: MDPI AG 2021-01-01
Series:Risks
Subjects:
Online Access:https://www.mdpi.com/2227-9091/9/1/15