Product pricing and solvency capital requirements for long-term care insurance
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Publication:4575459
DOI10.1080/03461238.2015.1095793zbMATH Open1401.91192OpenAlexW186291321WikidataQ59202974 ScholiaQ59202974MaRDI QIDQ4575459FDOQ4575459
Authors: Adam W. Shao, Michael Sherris, Joelle H. Fong 
Publication date: 13 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2015.1095793
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Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Cites Work
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- Modeling disability in long-term care insurance
- Uncertainty on survival probabilities and solvency capital requirement: application to long-term care insurance
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Cited In (21)
- Solvency II own risk and solvency assessment for long term care insurance
- To borrow or insure? Long term care costs and the impact of housing
- Joint life care annuities to help retired couples to finance the cost of long-term care
- 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
- A multi-state model of functional disability and health status in the presence of systematic trend and uncertainty
- The impact of systematic trend and uncertainty on mortality and disability in a multistate latent factor model for transition rates
- Mortality forecasts for long-term care subpopulations with longevity risk: a Bayesian approach
- Impact of reinsurance: quantitative aspects
- Uncertainty on survival probabilities and solvency capital requirement: application to long-term care insurance
- Pricing long term care insurance contracts
- Doubly enhanced annuities (DEANs) and the impact of quality of long-term care under a multi-state model of activities of daily living (ADL)
- Modern life-care tontines
- Actuarial aspects of long-term care
- Converting retirement benefit into a life care annuity with graded benefits
- The role of health in consumption and portfolio decision-making: insights from state-dependent models
- Research on design innovation and pricing of our country's long-term care insurance
- Insuring longevity risk and long-term care: bequest, housing and liquidity
- Pricing and reserving in LTC insurance
- Valuation of guaranteed lifelong withdrawal benefit with the long-term care option
- Pricing and solvency of value-maximizing life annuity providers
- Pooling functional disability and mortality in long-term care insurance and care annuities: a matrix approach for multi-state pools
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