文章基本信息

标题：RISK PROFILES OF LIFE INSURANCE PARTICIPATING POLICIES:MEASUREMENT AND APPLICATION PERSPECTIVES
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作者：Albina Orlando ; Massimiliano Politano
期刊名称：Investment Management & Financial Innovations
印刷版ISSN：1810-4967
电子版ISSN：1812-9358
出版年度：2007
卷号：4
期号：3
页码：122-129
语种：English
出版社：LLC “Consulting Publishing Company “Business Perspectives”
摘要：The paper deals with the calculation of suitable risk indicators for Life Insurance policies in a Fair Value context.In particular,aim of this work is to determine the quantile reserve for Life insurance Participating Policies.This goal poses both methodological and numerical problems:for this reason the paper discusses both the choice of the mathematical models and the calculation tecnique.Numerical application illustrates the results.
关键词：Participating policies;Fair Value;Quantile Reserve;Mathematical Reserve.