A Biometric Risks Analysis in Long Term Care Insurance

Susanna Levantesi () and Massimiliano Menzietti ()
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Susanna Levantesi: University of Rome

A chapter in Mathematical and Statistical Methods in Insurance and Finance, 2008, pp 149-156 from Springer

Abstract: Abstract This paper deals with problem of analyzing uncertainty arising from both mortality and disability risks in Long Term Care (LTC) covers. To this purpose some projected demographical scenarios are developed. A biometric risks analysis is performed at portfolio level according to both loss function and risk reserve. The probabilistic structure adopted is consistent with multiple state models, based on a time-continuous Markov chain.

Keywords: Long Term Care Covers; Biometric risks; Demographical trends; Loss function; Risk reserve (search for similar items in EconPapers)
Date: 2008
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-88-470-0704-8_19

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DOI: 10.1007/978-88-470-0704-8_19

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