The Risk of longevity and its practical application to Solvency II : European harmonization for management purposes
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<dc:creator>Rodríguez-Pardo del Castillo, José Miguel</dc:creator>
<dc:creator>Fundación MAPFRE. Área de Seguro y Previsión Social</dc:creator>
<dc:date>2015</dc:date>
<dc:description xml:lang="es">En port.: VII Julio Castelo Matrán International Insurance Prize
</dc:description>
<dc:description xml:lang="es">Sumario: Introduction -- Longevity risk -- Modeling the longevity risk -- Spanish longevity index -- Longevity risk under Solvency II -- Optimal capital management: RORAC & Capital Allocation -- Longevity mitigators -- Longevity swaps -- Scope -- Contribution to insurance industry, and conclusions</dc:description>
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<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/155091.do</dc:identifier>
<dc:language>eng</dc:language>
<dc:publisher>FUNDACIÓN MAPFRE</dc:publisher>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:subject xml:lang="es">Matemática del seguro</dc:subject>
<dc:subject xml:lang="es">Modelos actuariales</dc:subject>
<dc:subject xml:lang="es">Longevidad</dc:subject>
<dc:subject xml:lang="es">Solvencia II</dc:subject>
<dc:subject xml:lang="es">Valoración de riesgos</dc:subject>
<dc:subject xml:lang="es">Reducción de riesgos</dc:subject>
<dc:subject xml:lang="es">Swaps</dc:subject>
<dc:type xml:lang="es">Livros</dc:type>
<dc:title xml:lang="es">The Risk of longevity and its practical application to Solvency II : European harmonization for management purposes</dc:title>
<dc:format xml:lang="es">139 p. ; 24 cm</dc:format>
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