The paper deals with the calculation of suitable risk indicators for life insurance policies in a fair valuation context. In particular, aim of this work is to determine the quantile reserve for life insurance participating policies. This goal poses both methodological and numerical problems: for this reason the paper discusses both the choice of the mathematical models and the calculation technique. Numerical applications illustrates the results
Risk profiles of life insurance participating policies: measurement and application perspectives
Orlando A;
2007
Abstract
The paper deals with the calculation of suitable risk indicators for life insurance policies in a fair valuation context. In particular, aim of this work is to determine the quantile reserve for life insurance participating policies. This goal poses both methodological and numerical problems: for this reason the paper discusses both the choice of the mathematical models and the calculation technique. Numerical applications illustrates the resultsFile in questo prodotto:
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