Actuarial Aspects of Long Term Care

1. Auflage 2019
ISBN: 978-3-030-05659-9
Verlag: Springer International Publishing

Buch, Englisch, 336 Seiten, HC runder Rücken kaschiert, Format (B × H): 160 mm x 241 mm, Gewicht: 744 g

Reihe: Springer Actuarial

This book proposes a review of Long-Term Care insurance; this issue is addressed both from a global point of view (through a presentation of the risk of dependence associated with the aging of the population) and an actuarial point of view (with the presentation of existing insurance products and actuarial techniques for pricing and reserving).

It proposes a cross-view of American and European experiences for this risk.

This book is the first dedicated entirely to long-term care insurance and aims to provide a useful reference for all actuaries facing this issue. It is intended for both professionals and academics.

Zielgruppe

Professional/practitioner

Autoren/Hrsg.

Dupourqué, Etienne

Sator, Néfissa

Planchet, Frédéric

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung
• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse
• Wirtschaftswissenschaften Betriebswirtschaft Wirtschaftsmathematik und -statistik
• Mathematik | Informatik Mathematik Mathematik Interdisziplinär Finanz- und Versicherungsmathematik

Inhaltsverzeichnis

Preface: Jean-Paul Félix.-Part I. Dependancy: Definitions and Facts.-Introduction: Bob Yee.-Interaction of morbidity and mortality in Long Term Care: Eric Stallard.-Long Term Care in the United States: Etienne Dupourque.-Long Term Care in France: François Lusson.-Part II. Liabilities measurement.-Introduction: Bob Yee.- Mesasuring Long-Term Insurance Contracts Biometric Risks: Quentin Guibert, Frédéric Planchet.-Pricing and Reserving:Ermanno Pitacco, Michel Denuit,Nathalie Lucas.-Part III. Determination of the Solvency Capital.-Introduction: Bob Yee.-Construction of an economic balancesheet and SCR calculation in Solvency 2:Anani Olympio,Camille Gutknecht.-Solvency capital for Long Term Care Insurance in the United States: Jim Berger.-Impact of Reinsurance: Qualitative Aspects: Guillaume Biessy, lan Cohen.-Impact of Reinsurance: Quantitave Aspects: Frédéric Planchet.-Part IV. Prospective vision of the risk-Introduction: Bob Yee.-Solvency II Own Risk and Solvency Assesment for Long Term Care insurance: Marc & Géraldine Juillard.- ERM Approach for Long Term Care Insurance Risks: Nefissa Sator.- On Long Term Care: Marie Sophie Houis-Valletoux.- Predictive Analytics in Long term Care: Howard Zail.-References.-Index.