• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
Thumbnail - Request a copy

Measuring Long-Term Insurance Contracts with Biometric Risks

Guibert, Quentin; Planchet, Frédéric (2019), Measuring Long-Term Insurance Contracts with Biometric Risks, in Dupourque, Etienne, Planchet, Frédéric, Sator, Nefissa, Actuarial Aspects of Long Term Care, Springer, p. 95-128. 10.1007/978-3-030-05660-5_4

Type
Chapitre d'ouvrage
Date
2019
Book title
Actuarial Aspects of Long Term Care
Book author
Dupourque, Etienne, Planchet, Frédéric, Sator, Nefissa
Publisher
Springer
ISBN
978-3-030-05659-9
Pages
95-128
Publication identifier
10.1007/978-3-030-05660-5_4
Metadata
Show full item record
Author(s)
Guibert, Quentin cc
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Planchet, Frédéric cc
Laboratoire de Sciences Actuarielle et Financière [SAF]
Abstract (EN)
Long Term Care insurance contracts are complex insurance products covering an individual for which pricing and reserving issues are traditionally addressed by the introduction of multi-state models. This type of model allows one to describe the transitions of each insured through different states that correspond to events determining, under the terms of the contract, the respective commitments of the parties. The description of insurance contracts through multi-state models is the subject of several studies in the actuarial literature (cf. [21, 31] or [14]). To implement this approach to pricing or reserving, actuaries need to establish suitable statistical bases.
Subjects / Keywords
Long term care insurance
JEL
G22 - Insurance; Insurance Companies; Actuarial Studies

Related items

Showing items related by title and author.

  • Thumbnail
    Long-term care insurance and the family: Does the availability of potential caregivers substitute for long-term care insurance? 
    Bonsang, Éric; Schoenmaeckers, J. (2015) Chapitre d'ouvrage
  • Thumbnail
    Prise en charge de la perte d'autonomie des personnes âgées : une analyse des déterminants de l’institutionnalisation ou du maintien à domicile 
    Carrère, Amélie (2020-06-03) Thèse
  • Thumbnail
    Long-term contracts and take-or-pay clauses in natural gas Markets 
    Creti, Anna; Villeneuve, Bertrand (2004) Article accepté pour publication ou publié
  • Thumbnail
    Long-term dynamics of investment decisions in electricity markets with variable renewables development and adequacy objectives 
    Petitet, Marie (2016-11) Thèse
  • Thumbnail
    Assurabilité et développement de l'assurance dépendance 
    Plisson, Manuel (2009-11) Thèse
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo