Managing longevity and disability risks in life annuities with long term care

DOI10.1016/j.insmatheco.2012.01.004zbMath1237.91131OpenAlexW2094617510MaRDI QIDQ414606

Susanna Levantesi, Massimiliano Menzietti

Publication date: 11 May 2012

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2012.01.004

zbMATH Keywords

longevity riskSolvency IIdisability riskinternal modelsMarkovian multi-state model

Mathematics Subject Classification ID

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Uses Software

• Human Mortality

Cites Work

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• A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States

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