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Implicit loadings in life insurance ratemaking and coherent risk measures

Implicit loadings in life insurance ratemaking and coherent risk measures
Recurso electrónico / electronic resource
Registro MARC
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100  ‎$0‎MAPA20130017761‎$a‎Hernández, Montserrat
24510‎$a‎Implicit loadings in life insurance ratemaking and coherent risk measures‎$c‎Montserrat Hernández, Cristina Lozano, José Luis Vilar
520  ‎$a‎In this paper we study a premium calculation principie applied to life insurance based on a coherent risk measure called Proportional Hazard Transform. This is based on a probability distortion by means of Wang's distortion power function (Wang S. (1995)). We will see how this theoretically supports the practical useof implicit loadings in life insurance ratemaking. Either life insurance contracts with death coverage or life annuities are considered as exemplifications
650 4‎$0‎MAPA20080570590‎$a‎Seguro de vida
650 4‎$0‎MAPA20080564322‎$a‎Tarificación
650 4‎$0‎MAPA20080601522‎$a‎Evaluación de riesgos
650 4‎$0‎MAPA20080602437‎$a‎Matemática del seguro
7001 ‎$0‎MAPA20130017754‎$a‎Lozano, Cristina
7001 ‎$0‎MAPA20080312602‎$a‎Vilar Zanón, José Luis
7730 ‎$w‎MAP20070000012‎$t‎Anales del Instituto de Actuarios Españoles : Colegio Profesional‎$d‎Madrid : Instituto de Actuarios Españoles, 1943-‎$g‎09/12/2013 Número 19 Epoca 3ª época - 2013 , p. 85-100
856  ‎$q‎application/pdf‎$w‎1076094‎$y‎Recurso electrónico / electronic resource