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La prima de riesgo recargada en un seguro de rentas: Tarificación mediante el uso de una medida de riesgo coherente
Hernández Solís, Montserrat; Lozano Colomer, Cristina; … - In: Revista de Métodos Cuantitativos para la Economía y … 15 (2013), pp. 151-167
The goal of this study is to get a premium calculation principle, for the life insurance business, based on a coherent risk measure (Wang, 1995) in the form of power, called \Proportional Hazards (PH) Transforms" to justify the recommendation of Solvency II to reduce the effect of the mortality...
Persistent link: https://www.econbiz.de/10011307186
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El cálculo de la prima única de riesgo mediante la medida de riesgo transformada proporcional del tanto instantáneo
Hernández-Solís, Montserrat; Lozano Colomer, Cristina; … - In: Atlantic Review of Economics 1 (2013)
The goal of this research is to obtain a premium calculation principle, for the life business, based on a coherent risk measure, distorted probabilities with the Wang distortion function in the form of power, called 'Proportional Hazards (PH) Transforms'. It justifies the recommendation of...
Persistent link: https://www.econbiz.de/10011536965
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El cálculo de la prima única de riesgo mediante la medida de riesgo transformada proporcional del tanto instantáneo
Hernández-Solís, Montserrat; Lozano Colomer, Cristina; … - In: Atlantic review of economics : AROE 1 (2013)
The goal of this research is to obtain a premium calculation principle, for the life business, based on a coherent risk measure, distorted probabilities with the Wang distortion function in the form of power, called “Proportional Hazards (PH) Transforms”. It justifies the recommendation of...
Persistent link: https://www.econbiz.de/10010231570
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La prima de riesgo recargada en un seguro de rentas : tarificación mediante el uso de una medida de riesgo coherente
Hernández Solís, Montserrat; Lozano Colomer, Cristina; … - In: Revista de métodos cuantitativos para la economía y … 15 (2013), pp. 151-167
The goal of this study is to get a premium calculation principle, for the life insurance business, based on a coherent risk measure (Wang, 1995) in the form of power, called \Proportional Hazards (PH) Transforms" to justify the recommendation of Solvency II to reduce the effect of the mortality...
Persistent link: https://www.econbiz.de/10009776471