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insurance functions

Journal of the Institute of Actuaries (1)

Institute and Faculty of Actuaries (1)

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HIV, AIDS and the approximate calculation of life insurance functions, annuities and net premiums
S. Haberman
Journal:

Journal of the Institute of Actuaries / Volume 119 / Issue 2 / 1992

Published online by Cambridge University Press:

20 April 2012, pp. 345-364

Print publication:

1992
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The paper presents an application of the Markov chain as a tool for the calculation of life contingencies functions (e.g. assurance, annuity, net premium, policy value functions) arising from a multi-state model which represents the transmission and development of HIV and AIDS. The transmission model advocated by the Institute of Actuaries AIDS Working Party is modified and simplified and then applied to derive explicit formulae for these standard life contingencies functions. This investigation allows a thorough review of the properties of these functions to be conducted and assists with the calculation of premiums and reserves in the presence of HIV and AIDS.