Further Remarks on Risk Profiles for Life Insurance Participating Policies

Albina Orlando () and Massimiliano Politano ()
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Albina Orlando: Consiglio Nazionale delle Ricerche
Massimiliano Politano: University of Naples

A chapter in Mathematical and Statistical Methods in Insurance and Finance, 2008, pp 181-187 from Springer

Abstract: Abstract This paper deals with the calculation of suitable risk indicators for Life Insurance policies in a Fair Value context. In particular, after determining the quantile reserve for Life Insurance Participating Policies, the role of the term structure of mortality rates is analyzed in risk determinations. Numerical results are investigated in order to determine not only suitable risk indicators, but also the mortality risk impact in this context.

Keywords: Participating Policies; Fair Pricing; Quantile Reserve; Mortality Risk (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_23

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DOI: 10.1007/978-88-470-0704-8_23

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