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Biometric solvency risk for portfolios of general life contracts : the single-life multiple decrement case
Recurso electrónico / electronic resource
Collection: Articles
Title: Biometric solvency risk for portfolios of general life contracts : the single-life multiple decrement caseAuthor: Hürlimann, Werner ‌
Notes: 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.Related records: En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 01/12/2010 Tomo 14 Número 4 - 2010 Materia / lugar / evento: Matemática del seguro ‌Gerencia de riesgos ‌Cálculo actuarial ‌Seguro de vida ‌Solvencia II ‌Other categories: 1
Rights: In Copyright (InC)
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