Actuarial Mathematics and Risk Management
| Actuarial Mathematics and Risk Management |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2023 |
| Descrizione fisica | 1 online resource (226 p.) |
| Soggetto topico |
Mathematics and Science
Probability and statistics Research and information: general |
| Soggetto non controllato |
Archimedean generator
cash flow copula counting distributions coupled lives critical health insurance dependence distortion risk measures enhanced annuities equalization reserves equity release expected utility extended TCE financial protection of elderly GAM GLM human capital impaired annuities insurance regulation Lee-Carter life annuities life insurance Macaulay convexity Macaulay duration model uncertainty mortality projections n/a natural exponential family net present value of cash flows non-life personal finance preferred risks product design reinsurance reverse annuity contract risk measurement risk neutral pricing robustness and sensitivity analysis standard annuities substandard lives Switzerland tax TCE underwritten annuities unit-linked tontine utility optimization utility performance VaR Wasserstein distance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9911053207703321 |
| MDPI - Multidisciplinary Digital Publishing Institute, 2023 | ||
| Lo trovi qui: Univ. Federico II | ||
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Quantitative Risk Assessment in Life, Health and Pension Insurance
| Quantitative Risk Assessment in Life, Health and Pension Insurance |
| Autore | Bacinello Anna |
| Pubbl/distr/stampa | 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 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910566476603321 |
Bacinello Anna
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| Basel, : MDPI - Multidisciplinary Digital Publishing Institute, 2022 | ||
| Lo trovi qui: Univ. Federico II | ||
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