Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/146574 
Erscheinungsjahr: 
2013
Quellenangabe: 
[Journal:] Atlantic Review of Economics [ISSN:] 2174-3835 [Volume:] 1 [Publisher:] Colegio de Economistas de A Coruña [Place:] A Coruña [Year:] 2013
Verlag: 
Colegio de Economistas de A Coruña, A Coruña
Zusammenfassung (übersetzt): 
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 Solvency II to increase or decrease, according to the type of insurance chosen, the mortality instantaneous rate and thus get an implicitly surcharged premium to deal deviations of actual claims regarding expected. Whole life insurance has been selected for this research, and the premium risk has been calculated for the four accepted laws of survival, such as the first and second Dormoy, Gomperzt law and Makeham law.
Schlagwörter: 
Implicit surcharge
Distortion function
Hazards transform risk
Law of survival
Coherent risk measure
Whole life insurance
JEL: 
M20
Dokumentart: 
Article

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