ALLOCATION OF SOLVENCY COST IN GROUP ANNUITIES - ACTUARIAL PRINCIPLES AND COOPERATIVE GAME-THEORY

被引：9
|
作者：
ALEGRE, A
CLARAMUNT, MM
机构：
[1] Dept. of Economic, Financial and Actuarial Mathematics, University of Barcelona, Barcelona, 08034, Diagonal
来源：
INSURANCE MATHEMATICS & ECONOMICS | 1995年 / 17卷 / 01期
关键词：
SOLVENCY; ALLOCATION OF THE SOLVENCY COST; ACTUARIAL PRINCIPLES OF ALLOCATION; COOPERATIVE GAME THEORY;
D O I：
10.1016/0167-6687(95)00014-J
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This article will compare two methods of allocating solvency cost: the first based on actuarial principles; the second based on Cooperative Game theory. The consistency of the actuarial principles will be analysed by looking at the rationality of the allocation. Two numeric applications will also be made.
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页码：19 / 34
页数：16
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