Title of article
Allocation of solvency cost in group annuities: Actuarial principles and cooperative game theory
Author/Authors
Alegre، نويسنده , , Antoni and Claramunt، نويسنده , , M. Mercè، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1995
Pages
16
From page
19
To page
34
Abstract
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.
Keywords
Allocation of the solvency cost , solvency , Actuarial principles of allocation , cooperative game theory
Journal title
Insurance Mathematics and Economics
Serial Year
1995
Journal title
Insurance Mathematics and Economics
Record number
1540848
Link To Document