A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio (Q825289)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio |
scientific article |
Statements
A measure to analyse the interaction of contracts in a heterogeneous life insurance portfolio (English)
0 references
17 December 2021
0 references
The authors introduce a methodology how interactions within heterogeneous insurance portfolios can be measured and provide some sample analyses showing how different contracts may subsidize each other. This methodology also allows for a check, whether a contract is fairly calculated in a heterogeneous portfolio.
0 references
life insurance
0 references
heterogeneous portfolio
0 references
participating contracts
0 references
risk-neutral valuation
0 references
interaction of contracts
0 references
