A dynamic equivalence principle for systematic longevity risk management

This paper addresses systematic longevity risk in long-term insurance business. We analyze the consequences of working under unknown survival probabilities on the efficiency of the Law of Large Numbers and point out the need for appropriate and feasible risk management techniques. We propose a setti...
Ausführliche Beschreibung

Gespeichert in:
Autor*in:

Hanbali, Hamza [verfasserIn]

Denuit, Michel

Dhaene, Jan

Trufin, Julien

Format:

E-Artikel

Sprache:

Englisch

Erschienen:

2019transfer abstract

Schlagwörter:

Systematic longevity risk

Dynamic equivalence principle

Risk sharing

Solvency

(Conditional) Law of large numbers

Umfang:

10

Übergeordnetes Werk:

Enthalten in: Type V secretion: From biogenesis to biotechnology - van Ulsen, Peter ELSEVIER, 2014transfer abstract, mathematics and economics, Amsterdam

Übergeordnetes Werk:

volume:86 ; year:2019 ; pages:158-167 ; extent:10

Links:

Volltext

DOI / URN:

10.1016/j.insmatheco.2019.02.004

Katalog-ID:

ELV046503927

Nicht das Richtige dabei?

Schreiben Sie uns!