Title: Supervisory insurance accounting : mathematics for provision - and solvency capital - requirements / Ph. Artzner, K. T. Eisele
Author: Artzner, Ph.
Notes: Sumario: In this paper author discuss how to define conservative biometric bases in life insurance. The firs approach is based on cumulative hazard (or survival probabilities), the second one on the hazard itself, and the third one on the rate of increase of the hazard . The second case has been studied in the literature and the sum-at-risk plays a central role in defining safe-side requiremements. The two other cases appear to be new and concepts related to sum-at-risk are defined
Other categories: 6
Derechos: In Copyright (InC): http://rightsstatements.org/vocab/InC/1.0/