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Supervisory insurance accounting : mathematics for provision - and solvency capital - requirements

Recurso electrónico / electronic resource
Registro MARC
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100  ‎$0‎MAPA20110025069‎$a‎Artzner, Ph.
24500‎$a‎Supervisory insurance accounting‎$b‎: mathematics for provision - and solvency capital - requirements‎$c‎Ph. Artzner, K. T. Eisele
520  ‎$a‎In this paper author discuss how to define conservative biometric bases in life insurance. The firs approach is based on cumulative hazard (or survival probabilities), the second one on the hazard itself, and the third one on the rate of increase of the hazard . The second case has been studied in the literature and the sum-at-risk plays a central role in defining safe-side requiremements. The two other cases appear to be new and concepts related to sum-at-risk are defined
650 1‎$0‎MAPA20080568092‎$a‎Bases técnicas
650 1‎$0‎MAPA20080549893‎$a‎Biometría
650 1‎$0‎MAPA20080564254‎$a‎Solvencia II
650 1‎$0‎MAPA20080570590‎$a‎Seguro de vida
650 4‎$0‎MAPA20090033658‎$a‎Cúmulos de riesgos
650 1‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
650 1‎$0‎MAPA20080602437‎$a‎Matemática del seguro
7730 ‎$w‎MAP20077000420‎$t‎Astin bulletin‎$d‎Belgium : ASTIN and AFIR Sections of the International Actuarial Association‎$x‎0515-0361‎$g‎01/11/2010 Tomo 40 Número 2 - 2010