Using parametric bootstrap to introduce and manage uncertainty : replicated loaded insurance life tables
Contenido multimedia no disponible por derechos de autor o por acceso restringido. Contacte con la institución para más información.
| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20200000037 | ||
| 003 | MAP | ||
| 005 | 20200102153151.0 | ||
| 008 | 200102e20190902usa|||p |0|||b|eng d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20170009658$aPavia, José M. | ||
| 245 | 1 | 0 | $aUsing parametric bootstrap to introduce and manage uncertainty$b: replicated loaded insurance life tables$cJose M. Pavía, Francisco G. Morillas, Juan Carlos Bosch-Rodríguez |
| 520 | $aInsurance companies develop loaded life tables to protect themselves against deviations, for example, in the number of expected deaths or in the (residual) expectation of life of their insured. In doing so, however, the single random vector of experience crude death rates from which loaded tables are constructed is treated as deterministic or, at best, as a single realization of an underlying stochastic process, omitting the fact that it is estimated and subject to error and uncertainty. This can result in serious consequences for the insurer. | ||
| 650 | 4 | $0MAPA20080590567$aEmpresas de seguros | |
| 650 | 4 | $0MAPA20080570590$aSeguro de vida | |
| 650 | 4 | $0MAPA20080599300$aTablas de mortalidad | |
| 650 | 4 | $0MAPA20080580377$aEsperanza de vida | |
| 650 | 4 | $0MAPA20080555306$aMortalidad | |
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 650 | 4 | $0MAPA20080592011$aModelos actuariales | |
| 650 | 4 | $0MAPA20080565992$aIncertidumbre | |
| 700 | 1 | $0MAPA20200000099$aMorillas, Francisco G. | |
| 700 | 1 | $0MAPA20200000105$aBosch-Rodríguez, Juan Carlos | |
| 773 | 0 | $wMAP20077000239$tNorth American actuarial journal$dSchaumburg : Society of Actuaries, 1997-$x1092-0277$g02/09/2019 Tomo 23 Número 3 - 2019 , p. 434-446 |