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

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<rdf:Description>
<dc:creator>Pavia, José M.</dc:creator>
<dc:creator>Morillas, Francisco G.</dc:creator>
<dc:creator>Bosch-Rodríguez, Juan Carlos</dc:creator>
<dc:date>2019-09-02</dc:date>
<dc:description xml:lang="es">Sumario: 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.

</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/170005.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Empresas de seguros</dc:subject>
<dc:subject xml:lang="es">Seguro de vida</dc:subject>
<dc:subject xml:lang="es">Tablas de mortalidad</dc:subject>
<dc:subject xml:lang="es">Esperanza de vida</dc:subject>
<dc:subject xml:lang="es">Mortalidad</dc:subject>
<dc:subject xml:lang="es">Cálculo actuarial</dc:subject>
<dc:subject xml:lang="es">Modelos actuariales</dc:subject>
<dc:subject xml:lang="es">Incertidumbre</dc:subject>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">Using parametric bootstrap to introduce and manage uncertainty : replicated loaded insurance life tables</dc:title>
<dc:relation xml:lang="es">En: North American actuarial journal. - Schaumburg : Society of Actuaries, 1997- = ISSN 1092-0277. - 02/09/2019 Tomo 23 Número 3 - 2019 , p. 434-446</dc:relation>
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