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The Z-Method for Assurances
Published online by Cambridge University Press: 03 October 2014
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).
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- Actuarial Note
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- Copyright © Institute and Faculty of Actuaries 1992