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Preparing for Solvency II – Theoretical and Practical issues in Building Internal Economic Capital Models Using Nested Stochastic Projections
  • Marc Slutzky~Ed Morgan

  • Measuring Efficiency in the Life Insurance Industry with a Stochastic Frontier Model
  • Carlos Pestana Barros~Nazaré Barroso~Maria Rosa Borges

  • Necessary Conditions for Internal Models with regard to Annuitant Mortality
  • Tony Jeffery

  • Modèles de risque et solvabilité en assurance-vie
  • Perrine Kaltwasser~Pierre Le Moine

  • Inverse Problems in Markov Models and Actuarial Calculations
  • Semyen Spivak

  • Stochastic Modelling of the Dependence of Lifetimes and Application to Life Insurance
  • Sébastien Fulla~Jean-Paul Laurent~Aim Sandrine

  • The cost of target capital in the valuation of life annuity business
  • Annamaria Olivieri~Ermanno Pitacco

  • Valuation and hedging of life insurance liabilities with systematic mortality risk
  • Mikkel Dahl~Thomas Moeller

  • Equivalencia Actuarial entre Planes de Vida Universal y Planes Tradicionales a Prima Nivelada
  • Eduardo Melinsky

  • European Solvency regimes and economic capital - assessing the impacts for French Life Companies
  • Ludovic Antony~Lotfi Elbarhdadi~Jean-François Cartier

  • An international comparison of life assurance solvency standards
  • David Hare

  • Coping with longevity – the new german annuity valuation table DAV 2004 R
  • Ulrich Pasdika~Ralf Krüger

  • Actuarial Aspects of Risk Management in German Life Assurance
  • Dr. Michael Pannenberg

  • Bewertung von Renten bei mehrfach abgestuften Sterbetafeln
  • Burkhard Disch

  • The use of Monte Carlo simulation of mortality experience in estimating the cost of profit sharing arrangements for group life policies
  • Louis Rossouw~Peter Temple

  • Profit sharing with the life insured and solvency
  • José Luis Pérez Torres

  • The Fair Value of Insurance Liabilities
  • Edward McEllin

  • Analysis of trends in mortality near or during retirement for four european countries
  • Daniel Ryan~Richard Humble~Hande Love

  • 40 años de la Mortalidad en el Seguro de Vida Individual en México
  • Jorge Rendón

  • El seguro de vida como variable aleatoria. Cómo calcular su función de distribución
  • Armando Nieto

  • Society of Actuaries International Experience Survey
  • William Horbatt

  • Capital allocation and performance measurement: a case study
  • David King~Kenneth McGaughey

  • Pricing of Renewable Term Life Products —An Analysis from Microeconomic and Financial Engineering Perspectives
  • Taizo Ueda

  • Reaseguro catastrofico de vida: consideraciones sobre su diseño, suscripcion y tarificacion
  • Jaime Jean

  • Utilisation des méthodes de Lee-Carter et Log-Poisson pour l'ajustement de tables de mortalité dans le cas de petits échantillons
  • Frédéric Planchet~Vincent Lelieur

  • L'utilisation des splines bidimensionnels pour l’estimation de lois de maintien en arrêt de travail
  • Frédéric Planchet~Pascal Winter

  • Cohort Effect Structure in the Lee-Carter Residual Term
  • Naoki Sunamoto