Quantitative Risk Assessment in Life, Health and Pension Insurance

• Other Authors: Bacinello, Anna (Editor)
• Format: Electronic Book Chapter
• Language: English
• Published: Basel MDPI - Multidisciplinary Digital Publishing Institute 2022
• Subjects: Research & information: general; life insurance; Solvency Capital Requirement; Solvency II; local GAAP; risk theory; GB2; LSMC; metamodel; regression models; mortality/longevity-linked annuities; aggregate longevity/mortality risk; longevity guarantee; periodic longevity fee; SCR; profitability; annuity; mortality projections; borrower insurance; mortality; serious illnesses; n/a
• Online Access: DOAB: download the publication; DOAB: description of the publication

The high volatility in financial markets, together with the ultra-low interest rate environment and increased life expectancy, constitute serious threats for providers of long-term investment guarantees and lifelong benefits. Even if the COVID-19 pandemic is currently causing a mortality shock, its...