Aim of the paper is the anlysis of riskiness in life insurance business by means of quantitative methodologies flexible for entrapreunerial applications. The study focuses on deferred life annuity portfolios, providingrisk indexes; however the results and the methodological approach presented can be framed in a wider perspective, where actuarial methodologies and business administration schemes sinergically investigate the insurance business scenarios.
Risk profiles of life insurance business: quantitative analysis in a managerial perspective / Cocozza, Rosa; DI LORENZO, Emilia; Sibillo, Marilena. - (2004). (Intervento presentato al convegno Metodi Matematici e Statistici per l'Analisi dei dati Assicurativi e Finanziari tenutosi a SALERNO (IT) nel 15-16 April 2004).
Risk profiles of life insurance business: quantitative analysis in a managerial perspective
COCOZZA, ROSA;DI LORENZO, EMILIA;SIBILLO, MARILENA
2004
Abstract
Aim of the paper is the anlysis of riskiness in life insurance business by means of quantitative methodologies flexible for entrapreunerial applications. The study focuses on deferred life annuity portfolios, providingrisk indexes; however the results and the methodological approach presented can be framed in a wider perspective, where actuarial methodologies and business administration schemes sinergically investigate the insurance business scenarios.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
