MODELLING ACTUARIAL EQUITABLE TONTINES
MODELO DE EQUIDAD ACTUARIAL DE OPERACIONES TONTINAS
David Villarino
Máster en Ciencias Actuariales y Financieras (UC3M)
Fecha de recepción: 3 de septiembre de 2019
Fecha de aceptación: 4 de noviembre de 2019
Abstract
An increasingly aging society is a major challenge for both insurers and global pension systems, as well as for individuals themselves who may face the risk of outliving their savings. New products are needed in order to address this i...
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longevity
APLICACIÓN DE LOS MODELOS LEE-CARTER Y RENSHAW-HABERMAN EN LOS SEGUROS DE VIDA Y MIXTOS
APLICATION OF LEE-CARTER AND RENSHAW-HABERMAN MODELS IN LIFE INSURANCE PRODUCTS
APLICACIÓN DE LOS MODELOS LEE-CARTER Y RENSHAW-HABERMAN EN LOS SEGUROS DE VIDA Y MIXTOS
Yovanna Macias, Miguel Santolino
Artículo en Anales del Instituto de Actuarios Españoles 2018
Abstract
The article analyzes differences between estimated premiums in life and mixed insurance products using the mortality/life tables for the Spanish insured population with the estimated premiums if we rely on the mortalit...
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PROPOSAL FOR THE RECALIBRATION OF MORTALITY AND LONGEVITY SHOCKS UNDER THE SOLVENCY II FRAMEWORK
PROPOSAL FOR THE RECALIBRATION OF MORTALITY AND LONGEVITY SHOCKS UNDER THE SOLVENCY II FRAMEWORK
December 2017
Authors: Fernando Ariza, Víctor Cóbreces, José Miguel Rodríguez-Pardo, María Durban
Language: English
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