A unisex stochastic mortality model to comply with EU Gender Directive

DOI10.1016/J.INSMATHECO.2017.01.007zbMath1416.91162OpenAlexW2307303816MaRDI QIDQ1681196

An Chen, Elena Vigna

Publication date: 23 November 2017

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2318/1633916

zbMATH Keywords

life tabledoubly stochastic processactuarial fairnessGender Directivestochastic mortality intensityunisex tariff

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

Related Items (6)

Current developments in German pension schemes: what are the benefits of the new target pension? ⋮ DISCRIMINATION-FREE INSURANCE PRICING ⋮ Spatial patterns of mortality in the United States: a spatial filtering approach ⋮ VALUATION OF HYBRID FINANCIAL AND ACTUARIAL PRODUCTS IN LIFE INSURANCE BY A NOVEL THREE-STEP METHOD ⋮ SOLVENCY REQUIREMENT IN A UNISEX MORTALITY MODEL ⋮ Calibrating Gompertz in reverse: what is your longevity-risk-adjusted global age?

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• Affine stochastic mortality
• Introduction to Insurance Mathematics
• Transform Analysis and Asset Pricing for Affine Jump-diffusions
• Insurance markets and unisex tariffs: is the European Court of Justice improving or destroying welfare?

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