Using parametric bootstrap to introduce and manage uncertainty : replicated loaded insurance life tables

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<title>Using parametric bootstrap to introduce and manage uncertainty</title>
<subTitle>: replicated loaded insurance life tables</subTitle>
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<namePart>Morillas, Francisco G.</namePart>
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<namePart>Bosch-Rodríguez, Juan Carlos</namePart>
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<abstract displayLabel="Summary">Insurance 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.

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<note type="statement of responsibility">Jose M. Pavía, Francisco G. Morillas, Juan Carlos Bosch-Rodríguez</note>
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<topic>Empresas de seguros</topic>
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<topic>Seguro de vida</topic>
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<topic>Tablas de mortalidad</topic>
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<topic>Esperanza de vida</topic>
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<topic>Mortalidad</topic>
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<topic>Cálculo actuarial</topic>
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<topic>Modelos actuariales</topic>
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<title>North American actuarial journal</title>
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<publisher>Schaumburg : Society of Actuaries, 1997-</publisher>
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<identifier type="issn">1092-0277</identifier>
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<text>02/09/2019 Tomo 23 Número 3 - 2019 , p. 434-446</text>
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