Product pricing and solvency capital requirements for long-term care insurance
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Publication:4575459
Recommendations
- Pricing an insurance product that integrates reverse mortgage with long-term care insurance
- Pricing long term care insurance contracts
- Pricing and reserving in LTC insurance
- Solvency II own risk and solvency assessment for long term care insurance
- An equilibrium analysis of the long-term care insurance market
- Uncertainty on survival probabilities and solvency capital requirement: application to long-term care insurance
- Long-term insurance products and volatility under the Solvency II framework
- Longevity risk, cost of capital and hedging for life insurers under Solvency II
Cites work
- scientific article; zbMATH DE number 1323217 (Why is no real title available?)
- A multiple state model for the analysis of permanent health insurance claims by cause of disability.
- Deterministic shock vs. stochastic value-at-risk -- an analysis of the Solvency II standard model approach to longevity risk
- Differential equations for moments of present values in life insurance
- Hattendorff's theorem and Thiele's differential equation generalized
- Longevity risk, cost of capital and hedging for life insurers under Solvency II
- Managed care and health care utilization: specification of bivariate models using copulas
- Markov Chain Models in Life Insurance
- Modeling disability in long-term care insurance
- Multistate actuarial models of functional disability
- On the application of Thiele's differential equation in life insurance
- Reserve-dependent benefits and costs in life and health insurance contracts
- Stochastic Mortality: The Impact on Target Capital
- Uncertainty on survival probabilities and solvency capital requirement: application to long-term care insurance
Cited in
(21)- Joint life care annuities to help retired couples to finance the cost of long-term care
- The role of health in consumption and portfolio decision-making: insights from state-dependent models
- Pricing and solvency of value-maximizing life annuity providers
- Uncertainty on survival probabilities and solvency capital requirement: application to long-term care insurance
- Pricing long term care insurance contracts
- Pooling functional disability and mortality in long-term care insurance and care annuities: a matrix approach for multi-state pools
- The impact of systematic trend and uncertainty on mortality and disability in a multistate latent factor model for transition rates
- Capital requirements for cyber risk and cyber risk insurance: an analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test
- Insuring longevity risk and long-term care: bequest, housing and liquidity
- Mortality forecasts for long-term care subpopulations with longevity risk: a Bayesian approach
- Pricing and reserving in LTC insurance
- Impact of reinsurance: quantitative aspects
- Actuarial aspects of long-term care
- Doubly enhanced annuities (DEANs) and the impact of quality of long-term care under a multi-state model of activities of daily living (ADL)
- A multi-state model of functional disability and health status in the presence of systematic trend and uncertainty
- To borrow or insure? Long term care costs and the impact of housing
- Solvency II own risk and solvency assessment for long term care insurance
- Converting retirement benefit into a life care annuity with graded benefits
- Modern life-care tontines
- Research on design innovation and pricing of our country's long-term care insurance
- Valuation of guaranteed lifelong withdrawal benefit with the long-term care option
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