Implicit loadings in life insurance ratemaking and coherent risk measures
Objetos digitales
| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20130041384 | ||
| 003 | MAP | ||
| 005 | 20131216124244.0 | ||
| 008 | 131209e20131209esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20130017761$aHernández, Montserrat | ||
| 245 | 1 | 0 | $aImplicit loadings in life insurance ratemaking and coherent risk measures$cMontserrat Hernández, Cristina Lozano, José Luis Vilar |
| 520 | $aIn 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 | ||
| 650 | 4 | $0MAPA20080570590$aSeguro de vida | |
| 650 | 4 | $0MAPA20080564322$aTarificación | |
| 650 | 4 | $0MAPA20080601522$aEvaluación de riesgos | |
| 650 | 4 | $0MAPA20080602437$aMatemática del seguro | |
| 700 | 1 | $0MAPA20130017754$aLozano, Cristina | |
| 700 | 1 | $0MAPA20080312602$aVilar Zanón, José Luis | |
| 773 | 0 | $wMAP20070000012$tAnales del Instituto de Actuarios Españoles : Colegio Profesional$dMadrid : Instituto de Actuarios Españoles, 1943-$g09/12/2013 Número 19 Epoca 3ª época - 2013 , p. 85-100 | |
| 856 | $qapplication/pdf$w1076094$yRecurso electrónico / electronic resource |