H2N2V1, France, Analysis, bibRecord, 000195

Taking into account the pandemic risk in a partial internal model

Identifieur interne : 000195 ( France/Analysis ); précédent : 000194; suivant : 000196

Taking into account the pandemic risk in a partial internal model

Auteurs : Marine Habart Corlosquet [France]

Source :

Bulletin français d'actuariat [ 1779-7160 ] ; 2010-07.

RBID : Hal:hal-00948466

English descriptors

mix :
- Epidemiological Models, Internal Model, Mortality models, Pandemic Risk, Prospective mortality tables, Protection Business, Solvency II.

Abstract

Since the influenza A (H1N1) virus has made headlines of newspapers in 2009, awareness of the importance of pandemic risk has risen, especially among insurers. In fact, the occurrence of a severe pandemic could cause a significant increase in mortality, and consequently might cause the bankruptcy of insurance companies. Thus, it is essential for insurers to better understand pandemic risk. This is entirely consistent with the requirements of the new European Directive Solvency 2, which encourages insurers to control all the risks they face and to hold sufficient capital for these risks. This capital can be calculated by a standard formula, an internal model or a partial internal model. The purpose of this paper is to propose a way of integrating the risk of pandemic influenza in a partial internal model for the death guarantee and protection business. To do so, mortality risk is split into a trend and a pandemic shock event. The model takes into account the nature of available data and of the level of segmentation chosen by the insurance company (individual or aggregate data).

Url:

https://hal.archives-ouvertes.fr/hal-00948466

Affiliations:

France

Links toward previous steps (curation, corpus...)

to stream Hal, to step Corpus: 000284
to stream Hal, to step Curation: 000284
to stream Hal, to step Checkpoint: 000258
to stream Main, to step Merge: 000D81
to stream Main, to step Curation: 000D75
to stream Main, to step Exploration: 000D75
to stream France, to step Extraction: 000195

Links to Exploration step

Hal:hal-00948466

Le document en format XML

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Pour manipuler ce document sous Unix (Dilib)

EXPLOR_STEP=$WICRI_ROOT/Sante/explor/H2N2V1/Data/France/Analysis

HfdSelect -h $EXPLOR_STEP/biblio.hfd -nk 000195 | SxmlIndent | more

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{{Explor lien
   |wiki=    Sante
   |area=    H2N2V1
   |flux=    France
   |étape=   Analysis
   |type=    RBID
   |clé=     Hal:hal-00948466
   |texte=   Taking into account the pandemic risk in a partial internal model
}}

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Taking into account the pandemic risk in a partial internal model

Taking into account the pandemic risk in a partial internal model

Source :

English descriptors

Abstract

Links toward previous steps (curation, corpus...)

Links to Exploration step

Le document en format XML

Pour manipuler ce document sous Unix (Dilib)

Pour mettre un lien sur cette page dans le réseau Wicri