Reprint
Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance
Edited by
February 2018
162 pages
- ISBN978-3-03842-730-8 (Paperback)
- ISBN978-3-03842-729-2 (PDF)
This is a Reprint of the Special Issue Actuarial and Financial Risks in Life Insurance, Pensions and Household Finance that was published in
Business & Economics
Computer Science & Mathematics
Format
- Paperback
License and Copyright
© 2019 by the authors; CC BY license
Keywords
mortality; fan charts; longevity risk; parameter risk; dynamic risk measures; time consistency; iterated risk measures; pension liability; solvency capital; largest claims reinsurance; excess of loss reinsurance; ruin probability; ruin time; compound Poisson risk model; heavy tails; Lévy insurance risk process; pensions; Defined Contributions; guaranteed rate; option theory; Margrabe formula; risk sharing; medical insurance; adverse selection; defined contribution; defined benefit; risk-sharing; pension; life insurance; replicating portfolio; market consistent valuation; cash flow matching; fair value; stochastic Fermat–Torricelli problem; mortality data; biclustering; cohort effect; lee-carter model; cairns-blake-dowd model; backtesting; mortality forecast; n/a