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A Biometric Risks Analysis in Long Term Care Insurance

In: Mathematical and Statistical Methods in Insurance and Finance

Author

Listed:
  • Susanna Levantesi

    (University of Rome)

  • Massimiliano Menzietti

    (University of Calabria)

Abstract

This paper deals with problem of analyzing uncertainty arising from both mortality and disability risks in Long Term Care (LTC) covers. To this purpose some projected demographical scenarios are developed. A biometric risks analysis is performed at portfolio level according to both loss function and risk reserve. The probabilistic structure adopted is consistent with multiple state models, based on a time-continuous Markov chain.

Suggested Citation

  • Susanna Levantesi & Massimiliano Menzietti, 2008. "A Biometric Risks Analysis in Long Term Care Insurance," Springer Books, in: Cira Perna & Marilena Sibillo (ed.), Mathematical and Statistical Methods in Insurance and Finance, pages 149-156, Springer.
    • Handle: RePEc:spr:sprchp:978-88-470-0704-8_19
    DOI: 10.1007/978-88-470-0704-8_19
    as

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