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Solvency requirement in a unisex mortality model
Recurso electrónico / Electronic resource
MAP20180032004
Chen, An ‌
Solvency requirement in a unisex mortality model / An Chen, Montserrat Guillen, Elena Vigna
Sumario: 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
En: Astin bulletin. - Belgium : ASTIN and AFIR Sections of the International Actuarial Association = ISSN 0515-0361. - 03/09/2018 Volumen 48 Número 3 - septiembre 2018 , p. 1219-1244
1. Solvencia ‌. 2. Matemática del seguro ‌. 3. Modelos actuariales ‌. 4. Mortalidad ‌. 5. Modelos predictivos ‌. 6. Igualdad entre los sexos ‌. 7. Mercado de seguros ‌. I. Guillén Estany, Montserrat ‌. II. Vigna, Elena ‌. III. Título.