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Tarification, Provisionnement Et Pilotage D'Un Portefeuille Dépendance

Author

Listed:
  • Marie-Pascale Deléglise

    (LEDa - Laboratoire d'Economie de Dauphine - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres)

  • Christian Hess

    (LEDa - Laboratoire d'Economie de Dauphine - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres)

  • Sébastien Nouet

    (LEDa - Laboratoire d'Economie de Dauphine - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres)

Abstract

Based on the report ''Handicap-Incapacités-Dépendance" of the French ''Ministère de la Santé" and on the DREES scenarios for the disability of elder persons, the rating, the reserving and the financial balance relative to such a disability porfolio are examined in a prospective approach. The methods and the results aim at helping the insurer to control the portfolio according to the evolution of the demographic and financial environment.

Suggested Citation

  • Marie-Pascale Deléglise & Christian Hess & Sébastien Nouet, 2009. "Tarification, Provisionnement Et Pilotage D'Un Portefeuille Dépendance," Post-Print halshs-00653427, HAL.
    • Handle: RePEc:hal:journl:halshs-00653427
    Note: View the original document on HAL open archive server: https://shs.hal.science/halshs-00653427
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    References listed on IDEAS

    as
    1. M. Duée & C. Rebillard, 2004. "Old age disability in France: a long run projection," Documents de Travail de l'Insee - INSEE Working Papers g2004-02, Institut National de la Statistique et des Etudes Economiques.
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    Cited by:

    1. Guibert, Quentin & Planchet, Frédéric, 2018. "Non-parametric inference of transition probabilities based on Aalen–Johansen integral estimators for acyclic multi-state models: application to LTC insurance," Insurance: Mathematics and Economics, Elsevier, vol. 82(C), pages 21-36.
    2. Tomas, Julien & Planchet, Frédéric, 2013. "Multidimensional smoothing by adaptive local kernel-weighted log-likelihood: Application to long-term care insurance," Insurance: Mathematics and Economics, Elsevier, vol. 52(3), pages 573-589.

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