Quantitative Risk Assessment in Life, Health and Pension Insurance
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| Autore: |
Bacinello Anna
|
| Titolo: |
Quantitative Risk Assessment in Life, Health and Pension Insurance
|
| Pubblicazione: | Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 |
| Descrizione fisica: | 1 online resource (104 p.) |
| Soggetto topico: | Research and information: general |
| Soggetto non controllato: | aggregate longevity/mortality risk |
| annuity | |
| borrower insurance | |
| GB2 | |
| life insurance | |
| local GAAP | |
| longevity guarantee | |
| LSMC | |
| metamodel | |
| mortality | |
| mortality projections | |
| mortality/longevity-linked annuities | |
| n/a | |
| periodic longevity fee | |
| profitability | |
| regression models | |
| risk theory | |
| SCR | |
| serious illnesses | |
| Solvency Capital Requirement | |
| Solvency II | |
| Persona (resp. second.): | BacinelloAnna |
| Sommario/riassunto: | The 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. |
| Titolo autorizzato: | Quantitative Risk Assessment in Life, Health and Pension Insurance |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910566476603321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |