Solvency requirement in a unisex mortality model
<?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">MAP20180032004</controlfield>
<controlfield tag="003">MAP</controlfield>
<controlfield tag="005">20181119113327.0</controlfield>
<controlfield tag="008">181119e20180903gbr|||p |0|||b|eng 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">6</subfield>
</datafield>
<datafield tag="100" ind1=" " ind2=" ">
<subfield code="0">MAPA20080649999</subfield>
<subfield code="a">Chen, An</subfield>
</datafield>
<datafield tag="245" ind1="1" ind2="0">
<subfield code="a">Solvency requirement in a unisex mortality model</subfield>
<subfield code="c">An Chen, Montserrat Guillen, Elena Vigna</subfield>
</datafield>
<datafield tag="520" ind1=" " ind2=" ">
<subfield code="a">Following 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.</subfield>
</datafield>
<datafield tag="650" ind1=" " ind2="4">
<subfield code="0">MAPA20080552701</subfield>
<subfield code="a">Solvencia</subfield>
</datafield>
<datafield tag="650" ind1=" " ind2="4">
<subfield code="0">MAPA20080602437</subfield>
<subfield code="a">Matemática del seguro</subfield>
</datafield>
<datafield tag="650" ind1=" " ind2="4">
<subfield code="0">MAPA20080592011</subfield>
<subfield code="a">Modelos actuariales</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">MAPA20080592059</subfield>
<subfield code="a">Modelos predictivos</subfield>
</datafield>
<datafield tag="650" ind1=" " ind2="4">
<subfield code="0">MAPA20080614263</subfield>
<subfield code="a">Igualdad entre los sexos</subfield>
</datafield>
<datafield tag="650" ind1=" " ind2="4">
<subfield code="0">MAPA20080586294</subfield>
<subfield code="a">Mercado de seguros</subfield>
</datafield>
<datafield tag="700" ind1="1" ind2=" ">
<subfield code="0">MAPA20080360160</subfield>
<subfield code="a">Guillén Estany, Montserrat</subfield>
</datafield>
<datafield tag="700" ind1="1" ind2=" ">
<subfield code="0">MAPA20080058517</subfield>
<subfield code="a">Vigna, Elena</subfield>
</datafield>
<datafield tag="773" ind1="0" ind2=" ">
<subfield code="w">MAP20077000420</subfield>
<subfield code="t">Astin bulletin</subfield>
<subfield code="d">Belgium : ASTIN and AFIR Sections of the International Actuarial Association</subfield>
<subfield code="x">0515-0361</subfield>
<subfield code="g">03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 1219-1244</subfield>
</datafield>
</record>
</collection>