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The Z-Method for Assurances

Published online by Cambridge University Press:  03 October 2014

W. F. Scott
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Abstract

The use of the Z-method for finding the probability of survival of at least r lives, and the corresponding pure endowment and annuity functions, is well known in acturial circles. (See, for example, Neill [1; section 7.4].) The purpose of this note is to show that similar formulae apply to assurances (including varying, temporary and deferred assurances).

Type
Actuarial Note
Information
Transactions of the Faculty of Actuaries , Volume 43 , 1992 , pp. 376 - 379
Copyright
Copyright © Institute and Faculty of Actuaries 1992

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References

1.Neill, A. (1977). Life Contingencies. Heinemann, London.Google Scholar