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Reserves and profits in a life insurance portfolio

In: Introduction to Insurance Mathematics

Author

Listed:
  • Annamaria Olivieri

    (Università di Parma, Dipartimento di Economia)

  • Ermanno Pitacco

    (Università di Trieste, Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche)

Abstract

When shifting from individual reserves to the portfolio reserve, various specific problems arise, although many basic ideas about the individual reserving process keep their validity. In particular, as in the individual case, the portfolio reserve can be looked at under two different perspectives: • an amount which quantifies the expected insurer’s liability for future benefits, net of future premiums; • assets, provided by the accumulation of (part of) the premiums, facing the liability mentioned above.

Suggested Citation

  • Annamaria Olivieri & Ermanno Pitacco, 2011. "Reserves and profits in a life insurance portfolio," Springer Books, in: Introduction to Insurance Mathematics, chapter 0, pages 291-316, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-16029-5_6
    DOI: 10.1007/978-3-642-16029-5_6
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