A forward-looking analysis of the financial dynamics associated with a homogeneous portfolio of Long-Term Care (LTC) insurance contracts were presented. The study considered the consequences of systematic risk resulting from inaccuracies in the estimation of claim frequencies. We integrate traditional Net Present Value (NPV) analysis within an actuarial framework and apply utility theory to capture the insurer’s subjective risk preferences.
A risk-adjusted analysis of LTC insurance / Di Lorenzo, Emilia; Piscopo, Gabriella; Roviello, Alba; Sibillo, Marilena. - (2025). ( AMASES Università degli Studi di Firenze 12 Settembre 2025).
A risk-adjusted analysis of LTC insurance
Emilia Di Lorenzo;Gabriella Piscopo;Alba Roviello;Marilena Sibillo
2025
Abstract
A forward-looking analysis of the financial dynamics associated with a homogeneous portfolio of Long-Term Care (LTC) insurance contracts were presented. The study considered the consequences of systematic risk resulting from inaccuracies in the estimation of claim frequencies. We integrate traditional Net Present Value (NPV) analysis within an actuarial framework and apply utility theory to capture the insurer’s subjective risk preferences.| File | Dimensione | Formato | |
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