The recent regulatory changes, together with the increasing awareness of the variety of sources of uncertainty that affect the activities of insurance and pension funds, have generated increasing attention towards insurance risk management theory and practice. Against this background, this Special Issue collects relevant contributions on a variety of issues encompassing longevity risk modelling, solvency requirements, risk management, and risk sharing. This collection of papers provides insights, from both a theoretical and a practical perspective, into the modeling and management of actuarial and financial risks for institutions and households
The aim of the paper is twofold. Firstly, it develops a model for risk assessment in a portfolio of ...
The paper presents a model involving an integrated analysis of demographic and financial risks for a...
The paper considers a model for a homogeneous portfolio of a whole life annuities immediate. The aim...
The aim of the Special Issue is to address some of the main challenges individuals and companies fac...
1This is a reprint of articles from the Special Issue published online in the open access journal Ri...
This article investigates the latest developments in longevity-risk modelling, and explores the key ...
This article investigates the latest developments in longevity-risk modelling, and explores the key ...
In this article we investigate the latest developments on longevity risk modeling. We first introduc...
In this thesis we deal with the longevity risk originating from the uncertain future evolution of mo...
International audienceThis article investigates the latest developments in longevity risk modelling,...
The study focuses on the quantitative risk analysis of a pension scheme referred to a portfolio of b...
Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annui...
This book deals with some very important topics in the field of actuarial mathematics and life insur...
Focussing on life insurance and pensions, this book addresses various aspects of modelling in modern...
Purpose –The demographic risk is the risk due to the uncertainty in the demographic scenario assump...
The aim of the paper is twofold. Firstly, it develops a model for risk assessment in a portfolio of ...
The paper presents a model involving an integrated analysis of demographic and financial risks for a...
The paper considers a model for a homogeneous portfolio of a whole life annuities immediate. The aim...
The aim of the Special Issue is to address some of the main challenges individuals and companies fac...
1This is a reprint of articles from the Special Issue published online in the open access journal Ri...
This article investigates the latest developments in longevity-risk modelling, and explores the key ...
This article investigates the latest developments in longevity-risk modelling, and explores the key ...
In this article we investigate the latest developments on longevity risk modeling. We first introduc...
In this thesis we deal with the longevity risk originating from the uncertain future evolution of mo...
International audienceThis article investigates the latest developments in longevity risk modelling,...
The study focuses on the quantitative risk analysis of a pension scheme referred to a portfolio of b...
Mortality improvements, uncertainty in future mortality trends and the relevant impact on life annui...
This book deals with some very important topics in the field of actuarial mathematics and life insur...
Focussing on life insurance and pensions, this book addresses various aspects of modelling in modern...
Purpose –The demographic risk is the risk due to the uncertainty in the demographic scenario assump...
The aim of the paper is twofold. Firstly, it develops a model for risk assessment in a portfolio of ...
The paper presents a model involving an integrated analysis of demographic and financial risks for a...
The paper considers a model for a homogeneous portfolio of a whole life annuities immediate. The aim...