Risk profiles of life insurance participating policies: measurement and application perspectives (Comunicazione a convegno)

Type
Label
  • Risk profiles of life insurance participating policies: measurement and application perspectives (Comunicazione a convegno) (literal)
Anno
  • 2006-01-01T00:00:00+01:00 (literal)
Alternative label
  • Orlando A. Politano M. (2006)
    Risk profiles of life insurance participating policies: measurement and application perspectives
    in 10th International Congress on Insurance: Mathematics and Economics, Lovanio
    (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori
  • Orlando A. Politano M. (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#descrizioneSinteticaDelProdotto
  • The paper deals with the calculation of suitable risk indicators for Life Insurance Participating Policies in a fair value context. In particular, aim of the work is to determine the Value at Risk of the mathematical reserve for Life Insurance Participating Policies. The VaR calculation poses both methodological and numerical problems: for this reason the paper analyses both the choice of the VaR models and the calculation tecnique. Numerical applications illustrate the results. (literal)
Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni
  • Politano M. Universit√† di Napoli Federico II Facolt√† di Economia (literal)
Titolo
  • Risk profiles of life insurance participating policies: measurement and application perspectives (literal)
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