Centro de Documentacion de Fundación MAPFRE - Biometric solvency risk for portfolios of general life contracts : the single-life multiple decrement case

MAP20110014995

Biometric solvency risk for portfolios of general life contracts : the single-life multiple decrement case

Sumario: Solvency II splits life insurance risk into seven risk classes consisting of three biometric risk (mortality risk, longevity risk, and disability-morbidity risk) and four nonbiometric risk (lapse risk, expense risk, revision risk, and catastrophe risk). The best estimate liabilities for the biometric risks are valeud with biometric life tables (mortality and disability tables), while those of the nonbiometric risks require alternative valuation methods

En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 01/12/2010 Tomo 14 Número 4 - 2010

1. Matemática del seguro . 2. Gerencia de riesgos . 3. Cálculo actuarial . 4. Seguro de vida . 5. Solvencia II .