Estimation of future discretionary benefits in traditional life insurance
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20220026147 | ||
| 003 | MAP | ||
| 005 | 20221004111648.0 | ||
| 008 | 221004e20220905bel|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20220008570$aGach, Florian | |
| 245 | 1 | 0 | $aEstimation of future discretionary benefits in traditional life insurance$cFlorian Gach |
| 520 | $aIn the context of life insurance with profit participation, the future discretionary benefits (FDB), which are a central item for Solvency II reporting, are generally calculated by computationally expensive Monte Carlo algorithms. We derive analytic formulas to estimate lower and upper bounds for the FDB. This yields an estimation interval for the FDB, and the average of lower and upper bound is a simple estimator. These formulae are designed for real world applications, and we compare the results to publicly available reporting data. | ||
| 650 | 4 | $0MAPA20080570590$aSeguro de vida | |
| 650 | 4 | $0MAPA20080564254$aSolvencia II | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 773 | 0 | $wMAP20077000420$g05/09/2022 Volumen 52 Número 3 - septiembre 2022 , p. 835-876$x0515-0361$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association |