Hostname: page-component-cd9895bd7-hc48f Total loading time: 0 Render date: 2024-12-26T20:49:29.940Z Has data issue: false hasContentIssue false
  • English
  • Français

The Z-Method for Assurances

Published online by Cambridge University Press:  03 October 2014

W. F. Scott
Get access

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

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

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