Name
Abstract | ||
|---|---|---|
The quantification of mortality, especially the one corresponding to the dependents insured, is nowadays a core problem when pricing long term insurance. The usual fit in Spain shows a big gap, even more important when adjusting older ages. What we show and present in the following pages is a joint correction of the extramortality rates departing from the well-known Rickayzen and Walsh reciprocal function of one plus an exponential. When comparing it wit the usual additive and multiplicative corrections, the joint one yields better results, fitting better to the real Spanih sutuation and thus should be choosen and applied by the insurance sector when working on the subject. |
Year | Venue | Keywords |
|---|---|---|
2009 | 23RD EUROPEAN CONFERENCE ON MODELLING AND SIMULATION (ECMS 2009) | dependents, long term care insurance, extramortality, correction of mortality rates |
DocType | Citations | PageRank |
Conference | 0 | 0.34 |
References | Authors | |
0 | 3 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Eduardo Sanchez-Delgado | 1 | 0 | 0.34 |
| Sonia de Paz-Cobo | 2 | 0 | 0.34 |
| Juan Manuel Lopez-Zafra | 3 | 0 | 0.34 |