On the one hand an analytic scheme is redeveloped for the interest rate credited to policyholders? accounts at the most common life insurance products ? the so-called participating life insurance policy. There, interest rates are dependent on the past returns of the life insurance company?s assets. Different methods are generated to allocate the surplus to the policyholders? accounts with the objective of allocating more revocable surplus. On the other hand the developed model is programmed in Visual Basic for Excel to estimate the probability of ruin of the life insurance. Therefore it is necessary to simulate the returns of the life insurance company. Different acceptations are made about the changes on the asset side. Monte Carlo Methods are used to generate random numbers to reproduce the returns of the assets and to reduce the variance at the result.     «

On the one hand an analytic scheme is redeveloped for the interest rate credited to policyholders? accounts at the most common life insurance products ? the so-called participating life insurance policy. There, interest rates are dependent on the past returns of the life insurance company?s assets. Different methods are generated to allocate the surplus to the policyholders? accounts with the objective of allocating more revocable surplus. On the other hand the developed model is programmed in V...     »