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Measuring Long-Term Insurance Contracts with Biometric Risks

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Date
2019
Dewey
Economie financière
Sujet
Long term care insurance
JEL code
G.G2.G22
DOI
http://dx.doi.org/10.1007/978-3-030-05660-5_4
Book title
Actuarial Aspects of Long Term Care
Author
Dupourque, Etienne, Planchet, Frédéric, Sator, Nefissa
Publisher
Springer
Year
2019
ISBN
978-3-030-05659-9
Book URL
10.1007/978-3-030-05660-5
URI
https://basepub.dauphine.fr/handle/123456789/19695
Collections
  • CEREMADE : Publications
Metadata
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Author
Guibert, Quentin
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Planchet, Frédéric
38701 Laboratoire de Sciences Actuarielle et Financière [SAF]
Type
Chapitre d'ouvrage
Item number of pages
95-128
Abstract (EN)
Long Term Care insurance contracts are complex insurance products covering an individual for which pricing and reserving issues are traditionally addressed by the introduction of multi-state models. This type of model allows one to describe the transitions of each insured through different states that correspond to events determining, under the terms of the contract, the respective commitments of the parties. The description of insurance contracts through multi-state models is the subject of several studies in the actuarial literature (cf. [21, 31] or [14]). To implement this approach to pricing or reserving, actuaries need to establish suitable statistical bases.

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