We consider a model for price calculations based on three components: a fair premium; price loadings reflecting general expenses and solvency requirements; and profit. The first two components are typically evaluated on a yearly basis, while the third is viewed from a longer perspective. When...

In many important settings, subjects can show signicant heterogeneity in response to a stimulus or treatment". For instance, a treatment that works for the overall population might be highly ineective, or even harmful, for a subgroup of subjects with specic characteristics. Similarly, a new...

Testing weather or not data belongs could been generated by a family of extreme value copulas is difficult. We generalize a test and we prove that it can be applied whatever the alternative hypothesis. We also study the effect of using different extreme value copulas in the context of risk...

We present a methodology to measure the risk of incurring extremely large individual lifetime costs of long-term care (LTC). We show a method that can be used to compare the risk reductions achieved by alternative LTC protection plans. Our proposed methodology is illustrated with a case study....

Differences in health care utilization of immigrants 50 years of age and older relative to the native-born populations in eleven European countries are investigated. Negative binomial and zero-inflated Poisson regression are used to examine differences between immigrants and native-borns in...

Sobriety checkpoints are not usually randomly located by traffic authorities. As such, information provided by non-random alcohol tests cannot be used to infer the characteristics of the general driving population. In this paper a case study is presented in which the prevalence of...

We model the mortality behavior of the general population in Mexico using data from 1990 to 2009 and compare it to the mortality assumed in the tables used in Mexico for insured lives. We _t a Lee-Carter model, a Renshaw-Haberman model and an Age-Period-Cohort model. The data used are drawn from...

In this work discuss the use of the standard model for the calculation of the solvency capital requirement (SCR) when the company aims to use the specific parameters of the model on the basis of the experience of its portfolio. In particular, this analysis focuses on the formula presented in the...

GlueVaR risk measures defined by Belles-Sampera et al. (2014) generalize the traditional quantile-based approach to risk measurement, while a subfamily of these risk measures has been shown to satisfy the tail-subadditivity property. In this paper we show how GlueVaR risk measures can be...