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Biometric solvency risk for portfolios of general life contracts : the single-life multiple decrement case

Recurso electrónico / electronic resource
Registro MARC
Tag12Valor
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040  ‎$a‎MAP‎$b‎spa‎$d‎MAP
084  ‎$a‎1
100  ‎$0‎MAPA20100048627‎$a‎Hürlimann, Werner
24500‎$a‎Biometric solvency risk for portfolios of general life contracts‎$b‎: the single-life multiple decrement case
520  ‎$a‎Solvency 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.
650 1‎$0‎MAPA20080602437‎$a‎Matemática del seguro
650 1‎$0‎MAPA20080591182‎$a‎Gerencia de riesgos
650 1‎$0‎MAPA20080579258‎$a‎Cálculo actuarial
650 1‎$0‎MAPA20080570590‎$a‎Seguro de vida
650 1‎$0‎MAPA20080564254‎$a‎Solvencia II
7730 ‎$w‎MAP20077000239‎$t‎North American actuarial journal‎$d‎Schaumburg : Society of Actuaries, 1997-‎$x‎1092-0277‎$g‎01/12/2010 Tomo 14 Número 4 - 2010