Frailty-based mortality models and reserving for longevity risk
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| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20240013363 | ||
| 003 | MAP | ||
| 005 | 20240829135445.0 | ||
| 008 | 240829e20240415esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a341 | ||
| 245 | 1 | 0 | $aFrailty-based mortality models and reserving for longevity risk$cMaria Carannante [et al] |
| 520 | $aFor the life insurance industry and pension schemes, mortality projections are critical for accurately managing exposure to longevity risk in terms of both premium setting and reserving. Frailty has been identified as an important latent factor underpinning the evolution of mortality rates. It represents the comorbidities that drive the deterioration of the human body's physiological capacity. In this paper, we propose a stochastic mortality model that incorporates the trend in frailty, and we analyse the gap between the actuarial evaluations of premiums and technical provisions calculated under frailty-based and traditional stochastic mortality models | ||
| 650 | 4 | $0MAPA20080570590$aSeguro de vida | |
| 650 | 4 | $0MAPA20080592455$aPlanes de pensiones | |
| 650 | 4 | $0MAPA20080555016$aLongevidad | |
| 650 | 4 | $0MAPA20210011108$aRiesgo | |
| 650 | 4 | $0MAPA20080555306$aMortalidad | |
| 773 | 0 | $wMAP20077100215$g15/04/2024 Volumen 49 Número 2 - abril 2024 , p.320-339$x1018-5895$tGeneva papers on risk and insurance : issues and practice$dGeneva : The Geneva Association, 1976- | |
| 856 | $uhttps://link.springer.com/article/10.1057/s41288-024-00319-y |