کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
5077461 1374131 2008 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Enhanced annuities and the impact of individual underwriting on an insurer's profit situation
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Enhanced annuities and the impact of individual underwriting on an insurer's profit situation
چکیده انگلیسی
We analyze the effect of enhanced annuities on an insurer engaging in individual underwriting. We use a frailty model for heterogeneity of the insured population and model individual underwriting by a random variable that positively correlates with the corresponding frailty factor. For a given annuity portfolio, we analyze the effect of the quality of the underwriting on the insurer's profit/loss situation and the impact of adverse selection effects.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Insurance: Mathematics and Economics - Volume 43, Issue 1, August 2008, Pages 150-157
نویسندگان
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