Safety margins for unsystematic biometric risk in life and health insurance
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Publication:2868610
DOI10.1080/03461238.2011.618545zbMath1291.91100MaRDI QIDQ2868610
Publication date: 17 December 2013
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2011.618545
functional delta method; top-down approach; Hattendorf's theorem; implicit risk loading; valuation basis of first order
91G10: Portfolio theory
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Cites Work
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- The emergence of profit in life insurance
- Statistische Schwankungszuschläge für biometrische Rechnungsgrundlagen in der Lebensversicherung
- On the Sensitivity of Premiums and Reserves to Changes in Valuation Elements
- Mathematische Methoden der Personenversicherung