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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 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Risk, Ruin and Survival: Decision Making in Insurance and Finance
| Risk, Ruin and Survival: Decision Making in Insurance and Finance |
| Autore | Ren Jiandong |
| Pubbl/distr/stampa | MDPI - Multidisciplinary Digital Publishing Institute, 2020 |
| Descrizione fisica | 1 online resource (210 p.) |
| Soggetto non controllato |
advanced measurement approach
aggregate discounted claims aggregate risk archimedean copulas background risk central limit theorem clustering collective risk model concomitant confidence interval constant interest rate copula copulas covariance cumulative Parisian ruin discounted aggregate claims dual risk model financial time series hazard model individual risk model information processing insurance integral equation Laplace transform Markovian arrival process max-stable random fields maximal tail dependence Monte Carlo multiplicative background risk model multivariate gamma distribution n/a national culture numerical approximation operational risk order statistic partial integro-differential equation rate of spatial diversification rating migrations reinsurance renewal process risk management risk measure risk theory ruin probability spatial dependence spatial risk measures and corresponding axiomatic approach stochastic orders surplus process survival analysis systematic risk transfer function value-at-risk weighted cuts |
| ISBN | 3-03928-517-3 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Risk, Ruin and Survival |
| Record Nr. | UNINA-9910404092203321 |
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Ren Jiandong
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| MDPI - Multidisciplinary Digital Publishing Institute, 2020 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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