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https://www.um.edu.mt/library/oar/handle/123456789/91249| Title: | Finding the optimal reinsurance layer and policy premiums for life insurance |
| Authors: | Catania, Andrew (2006) |
| Keywords: | Life insurance policies Life insurance premiums Insurance -- Statistical methods Distribution (Probability theory) |
| Issue Date: | 2006 |
| Citation: | Catania, A. (2006). Finding the optimal reinsurance layer and policy premiums for life insurance (Bachelor's dissertation). |
| Abstract: | The objective of this dissertation is twofold; to calculate the net premiums for life insurance policies and to find the optimal retention limit above which an insurance company starts to reinsure itself. The equivalence principle in both discrete and continuous form will be used for the individual and joint life cases. In addition, net premiums for the n-year term and n-year endowment life insurances will be calculated. Finally, distributions modelling the death claims and the sum assured portfolio acquired from a local life insurance company will be utilized to calculate the optimal retention limit for the insurer when using reinsurance. |
| Description: | B.SC.(HONS)STATS.&OP.RESEARCH |
| URI: | https://www.um.edu.mt/library/oar/handle/123456789/91249 |
| Appears in Collections: | Dissertations - FacSci - 1965-2014 Dissertations - FacSciSOR - 2000-2014 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| B.SC.(HONS)STATISTICS_Catania_Andrew_2006.PDF Restricted Access | 4.72 MB | Adobe PDF | View/Open Request a copy |
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