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Implicit loadings in life insurance ratemaking and coherent risk measures
Implicit loadings in life insurance ratemaking and coherent risk measures
 Recurso electrónico / electronic resource
Objetos digitales
Section: Articles
Title: Implicit loadings in life insurance ratemaking and coherent risk measures / Montserrat Hernández, Cristina Lozano, José Luis VilarAuthor: Hernández, Montserrat ‌
Notes: 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 exemplificationsRelated records: 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. 85-100Materia / lugar / evento: Seguro de vida ‌Tarificación ‌Evaluación de riesgos ‌Matemática del seguro ‌Otros autores: Lozano, Cristina ‌
Vilar Zanón, José Luis ‌
Other categories: 6
Rights: In Copyright (InC)
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