LEADER 03052nam  2200589z- 450 
001 9910566476603321
005 20220506
035   $a(CKB)5680000000037613
035   $a(oapen)https://directory.doabooks.org/handle/20.500.12854/81013
035   $a(oapen)doab81013
035   $a(EXLCZ)995680000000037613
100   $a20202205d2022      |y         0
101 0 $aeng
135   $aurmn|---annan
181   $ctxt$2rdacontent
182   $cc$2rdamedia
183   $acr$2rdacarrier
200 00$aQuantitative Risk Assessment in Life, Health and Pension Insurance
210   $aBasel$cMDPI - Multidisciplinary Digital Publishing Institute$d2022
215   $a1 online resource (104 p.)
311 08$a3-0365-3827-5 
311 08$a3-0365-3828-3 
330   $aThe high volatility in financial markets, together with the ultra-low interest rate environment and increased life expectancy, constitute serious threats for providers of long-term investment guarantees and lifelong benefits. Even if the COVID-19 pandemic is currently causing a mortality shock, its influence on future mortality is not clear and one possible scenario could be a further increase in the life expectancy of survivors. The risk involved with all of these "exogenous" factors is amplified by the uncertainty characterizing individuals' behavior when making decisions concerning, e.g., surrender, partial withdrawals, annuitization, etc. This special issue aims at contributing to the study of suitable solutions allowing to build resilience against various risks that impact on life, health and pension insurance portfolios. In particular, it collects five high-quality research papers analysing theoretical or practical aspects related to the following topics: Design of new pension insurance products and risk-management of loan insurance; Assessing capital requirements for demographic risk in a life insurance portfolio - Stochastic models and numerical techniques; Analysis and risk-management of the long-run impact of COVID-19 on the life insurance business.
606   $aResearch and information: general$2bicssc
610   $aaggregate longevity/mortality risk
610   $aannuity
610   $aborrower insurance
610   $aGB2
610   $alife insurance
610   $alocal GAAP
610   $alongevity guarantee
610   $aLSMC
610   $ametamodel
610   $amortality
610   $amortality projections
610   $amortality/longevity-linked annuities
610   $an/a
610   $aperiodic longevity fee
610   $aprofitability
610   $aregression models
610   $arisk theory
610   $aSCR
610   $aserious illnesses
610   $aSolvency Capital Requirement
610   $aSolvency II
615  7$aResearch and information: general
700   $aBacinello$b Anna$4edt$01319560
702   $aBacinello$b Anna$4oth
906   $aBOOK
912   $a9910566476603321
996   $aQuantitative Risk Assessment in Life, Health and Pension Insurance$93033966
997   $aUNINA