On the Premium of equity-linked insurance contracts

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<dc:creator>Balbás, Beatriz</dc:creator>
<dc:creator>Balbás Aparicio, Raquel</dc:creator>
<dc:date>2010-12-21</dc:date>
<dc:description xml:lang="es">Sumario: We will deal with the valuation of equity-linked insurance contracts such as unit links. We will introduce a premium principle based on the optimization of expectation bounded and coherent measures of risk. The premium principle seems to present some interesting properties. Indeed, firstly, it is sub-additive and favors diversification. Secondly, it integrates both actuarial and financial risks, and does not have to impose independence between them. Thirdly, it provides the insurer with hedging strategies. Finally, it is very easy to use in practice since one only has to solve linear programming problems, despite the fact that risk measures are not linear at all </dc:description>
<dc:format xml:lang="en">application/pdf</dc:format>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/127836.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">Contrato de seguro</dc:subject>
<dc:subject xml:lang="es">Cálculo de la prima</dc:subject>
<dc:subject xml:lang="es">Mercados financieros</dc:subject>
<dc:subject xml:lang="es">Índices bursátiles</dc:subject>
<dc:subject xml:lang="es">Valoración de riesgos</dc:subject>
<dc:subject xml:lang="es">Riesgo financiero</dc:subject>
<dc:subject xml:lang="es">Coberturas</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">On the Premium of equity-linked insurance contracts</dc:title>
<dc:relation xml:lang="es">En: Anales del Instituto de Actuarios Españoles : Colegio Profesional. - Madrid : Instituto de Actuarios Españoles, 1943-. - 21/12/2010 Número 16 Epoca 3ª Época  - 2010 , p. 25-42</dc:relation>
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