Solvency requirement in a unisex mortality model
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20180032004 | ||
| 003 | MAP | ||
| 005 | 20181119113327.0 | ||
| 008 | 181119e20180903gbr|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20080649999$aChen, An | ||
| 245 | 1 | 0 | $aSolvency requirement in a unisex mortality model$cAn Chen, Montserrat Guillen, Elena Vigna |
| 520 | $aFollowing the EU Gender Directive, that obliges insurance companies to charge the same premium to policyholders of different genders, this article addresses the issue of calculating solvency capital requirements (SCRs) for pure endowments and annuities issued to mixed portfolios. The main theoretical result is that, if the unisex fairness principle is adopted for the unisex premium, the SCR at issuing time of the mixed portfolio calculated with unisex survival probabilities is greater than the sum of the SCRs of the gender-based subportfolios. | ||
| 650 | 4 | $0MAPA20080552701$aSolvencia | |
| 650 | 4 | $0MAPA20080602437$aMatemática del seguro | |
| 650 | 4 | $0MAPA20080592011$aModelos actuariales | |
| 650 | 4 | $0MAPA20080555306$aMortalidad | |
| 650 | 4 | $0MAPA20080592059$aModelos predictivos | |
| 650 | 4 | $0MAPA20080614263$aIgualdad entre los sexos | |
| 650 | 4 | $0MAPA20080586294$aMercado de seguros | |
| 700 | 1 | $0MAPA20080360160$aGuillén Estany, Montserrat | |
| 700 | 1 | $0MAPA20080058517$aVigna, Elena | |
| 773 | 0 | $wMAP20077000420$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association$x0515-0361$g03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 1219-1244 |