The paper deals with the calculation of suitable risk indicators for Life Insurance policies in a Fair Value 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 tecnique. Numerical application illustrates the results.
Risk profiles of life insurance participating policies: measurement and application perspectives / A., Orlando; Politano, Massimiliano. - In: INVESTMENT MANAGEMENT & FINANCIAL INNOVATIONS. - ISSN 1810-4967. - STAMPA. - 3:(2007), pp. 122-129.
Risk profiles of life insurance participating policies: measurement and application perspectives
POLITANO, MASSIMILIANO
2007
Abstract
The paper deals with the calculation of suitable risk indicators for Life Insurance policies in a Fair Value 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 tecnique. Numerical application illustrates the results.| File | Dimensione | Formato | |
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