The Risk of longevity and its practical application to Solvency II : European harmonization for management purposes

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<title>Risk of longevity and its practical application to Solvency II</title>
<subTitle>: European harmonization for management purposes</subTitle>
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<name type="personal" xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20140014897">
<namePart>Rodríguez-Pardo del Castillo, José Miguel</namePart>
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<dateIssued encoding="marc">2015</dateIssued>
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<place>
<placeTerm type="text">Madrid</placeTerm>
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<publisher>FUNDACIÓN MAPFRE</publisher>
<dateIssued>D.L. 2015</dateIssued>
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<abstract displayLabel="Summary">Introduction -- Longevity risk -- Modeling the longevity risk -- Spanish longevity index -- Longevity risk under Solvency II -- Optimal capital management: RORAC & Capital Allocation -- Longevity mitigators -- Longevity swaps -- Scope -- Contribution to insurance industry, and conclusions</abstract>
<note type="statement of responsibility">José Miguel Rodríguez-Pardo del Castillo, coord.</note>
<note>En port.: VII Julio Castelo Matrán International Insurance Prize
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<topic>Matemática del seguro</topic>
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<topic>Modelos actuariales</topic>
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<subject xmlns:xlink="http://www.w3.org/1999/xlink" xlink:href="MAPA20080555016">
<topic>Longevidad</topic>
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<topic>Solvencia II</topic>
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<topic>Valoración de riesgos</topic>
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<topic>Reducción de riesgos</topic>
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<topic>Swaps</topic>
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<identifier type="isbn">978-84-9844-574-9</identifier>
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