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...

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...

En este estudio se obtiene un principio de cálculo de primas, para el ramo de vida, basado en una medida de riesgo coherente, la esperanza distorsionada transformada proporcional del tanto instantáneo (Wang, 1995), que justifique la recomendación de Solvencia II de reducir, para un seguro de...