Pesquisa de referências

Pricing life annuities for impaired lives : the case of Portugal

<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.loc.gov/MARC21/slim http://www.loc.gov/standards/marcxml/schema/MARC21slim.xsd">
  <record>
    <leader>00000cab a2200000   4500</leader>
    <controlfield tag="001">MAP20230005514</controlfield>
    <controlfield tag="003">MAP</controlfield>
    <controlfield tag="005">20231214133753.0</controlfield>
    <controlfield tag="008">230323|        esp|||p      |0|||b|spa d</controlfield>
    <datafield tag="040" ind1=" " ind2=" ">
      <subfield code="a">MAP</subfield>
      <subfield code="b">spa</subfield>
      <subfield code="d">MAP</subfield>
    </datafield>
    <datafield tag="084" ind1=" " ind2=" ">
      <subfield code="a">34</subfield>
    </datafield>
    <datafield tag="100" ind1=" " ind2=" ">
      <subfield code="0">MAPA20210000348</subfield>
      <subfield code="a">Simões, Onofre </subfield>
    </datafield>
    <datafield tag="245" ind1="0" ind2="0">
      <subfield code="a">Pricing life annuities for impaired lives</subfield>
      <subfield code="b">: the case of Portugal</subfield>
      <subfield code="c">Onofre Simões, Cláudia Barradas</subfield>
    </datafield>
    <datafield tag="520" ind1=" " ind2=" ">
      <subfield code="a">Life annuities markets are underdeveloped in Portugal and other countries. This annuitization puzzle is explained by improvements in mortality at old ages and passive adverse selection, reasons that put lives with diminished life expectancies at an unfair disadvantage. Using data from the SHARE (Survey of Health, Ageing and Retirement in Europe) project, we assess the impact of some of the most serious and common diseases over a reference survival curve. Then we calculate the price of annuities for impaired lives, using adjusted survival, and compare them with those for the reference population. We show that applying the reference mortality to impaired lives is very unfair and that pricing annuities for lives weakened by disease in an accurate way is possible</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080573614</subfield>
      <subfield code="a">Renta vitalicia</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080562236</subfield>
      <subfield code="a">Enfermedades</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080567439</subfield>
      <subfield code="a">Supervivencia</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080580377</subfield>
      <subfield code="a">Esperanza de vida</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080555306</subfield>
      <subfield code="a">Mortalidad</subfield>
    </datafield>
    <datafield tag="650" ind1=" " ind2="4">
      <subfield code="0">MAPA20080579258</subfield>
      <subfield code="a">Cálculo actuarial</subfield>
    </datafield>
    <datafield tag="651" ind1=" " ind2="1">
      <subfield code="0">MAPA20080638092</subfield>
      <subfield code="a">Portugal</subfield>
    </datafield>
    <datafield tag="700" ind1="1" ind2=" ">
      <subfield code="0">MAPA20230002322</subfield>
      <subfield code="a">Barradas, Cláudia </subfield>
    </datafield>
    <datafield tag="710" ind1="2" ind2=" ">
      <subfield code="0">MAPA20080454739</subfield>
      <subfield code="a">Instituto de Actuarios Españoles</subfield>
    </datafield>
    <datafield tag="773" ind1="0" ind2=" ">
      <subfield code="w">MAP20070000012</subfield>
      <subfield code="g">29/12/2022 Número 28 -  Epoca 4ª, Año 2022 , p. 1-37</subfield>
      <subfield code="t">Anales del Instituto de Actuarios Españoles : Colegio Profesional</subfield>
      <subfield code="d">Madrid : Instituto de Actuarios Españoles, 1943-</subfield>
    </datafield>
    <datafield tag="856" ind1=" " ind2=" ">
      <subfield code="q">application/pdf</subfield>
      <subfield code="w">1119324</subfield>
      <subfield code="y">Acceso al documento / Access the document</subfield>
    </datafield>
    <datafield tag="856" ind1="0" ind2="0">
      <subfield code="y">MÁS INFORMACIÓN</subfield>
      <subfield code="u">
mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A
</subfield>
    </datafield>
  </record>
</collection>