The main issue of the paper is to include the dependency structure in the longevity forecasts, in order to search for a “diversification effect” which could influence insurance pricing.
The insurance pricing with mortality dependence forecasts / D'Amato, Valeria; Haberman, Steven; Piscopo, Gabriella. - (2016). (Intervento presentato al convegno 40th AMASES Meeting AMASES XL tenutosi a Catania nel 15-17 Settembre 2016).
The insurance pricing with mortality dependence forecasts
D'Amato, Valeria;Piscopo, Gabriella
2016
Abstract
The main issue of the paper is to include the dependency structure in the longevity forecasts, in order to search for a “diversification effect” which could influence insurance pricing.File in questo prodotto:
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