Abstract
The author determines the decrement tables corresponding to a given curve of the mathematical reserve for endowment assurances with a given maturity age and thus gives a solution of the inversion problem of reserve theory. The paper starts from a criterion in the form of a differential relation which functions of the three variables t (expired duration), x (age at entry), and n (insurance term) must satisfy in order to represent the mathematical reserve defined in a continuous way. The mortality laws corresponding to linear, hyperbolic, exponential and parabolic reserve curves are determined. In this connection, special investigations are made with respect to Jecklin’s model of hyperbolic reserves (F-method).
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
