| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5076802 | Insurance: Mathematics and Economics | 2012 | 11 Pages |
Abstract
⺠We develop a model for risk assessment in a portfolio of life annuities with LTC benefits. ⺠We introduce the use of stochastic mortality projection models in the specific area of disability. ⺠We examine different rules to calculate capital requirements for longevity and disability risks. ⺠An empirical application to Italian data is developed.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Susanna Levantesi, Massimiliano Menzietti,