Implicit loadings in life insurance ratemaking and coherent risk measures

<?xml version="1.0" encoding="UTF-8" standalone="no"?>
<rdf:RDF xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance">
<rdf:Description>
<dc:creator>Hernández, Montserrat</dc:creator>
<dc:creator>Lozano, Cristina</dc:creator>
<dc:creator>Vilar Zanón, José Luis</dc:creator>
<dc:date>2013-12-09</dc:date>
<dc:description xml:lang="es">Sumario: In this paper we study a premium calculation principie applied to life insurance based on a coherent risk measure called Proportional Hazard Transform. This is based on a probability distortion by means of Wang's distortion power function (Wang S. (1995)). We will  see how this theoretically supports the practical useof implicit loadings in life insurance ratemaking. Either life insurance contracts
with death coverage or life annuities are considered as exemplifications</dc:description>
<dc:format xml:lang="en">application/pdf</dc:format>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/145321.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Seguro de vida</dc:subject>
<dc:subject xml:lang="es">Tarificación</dc:subject>
<dc:subject xml:lang="es">Evaluación de riesgos</dc:subject>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Implicit loadings in life insurance ratemaking and coherent risk measures</dc:title>
<dc:relation xml:lang="es">En: Anales del Instituto de Actuarios Españoles : Colegio Profesional. - Madrid : Instituto de Actuarios Españoles, 1943-. - 09/12/2013 Número 19 Epoca 3ª época - 2013 , p. 85-100</dc:relation>
</rdf:Description>
</rdf:RDF>