Product pricing and solvency capital requirements for long-term care insurance

DOI10.1080/03461238.2015.1095793zbMath1401.91192OpenAlexW186291321WikidataQ59202974 ScholiaQ59202974MaRDI QIDQ4575459

Adam W. Shao, Michael Sherris, Joelle H. Fong

Publication date: 13 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2015.1095793

zbMATH Keywords

longevity riskSolvency IIdisability riskactivities of daily livings

Mathematics Subject Classification ID

Related Items (10)

Converting retirement benefit into a life care annuity with graded benefits ⋮ Doubly Enhanced Annuities (DEANs) and the Impact of Quality of Long-Term Care under a Multi-State Model of Activities of Daily Living (ADL) ⋮ Joint life care annuities to help retired couples to finance the cost of long-term care ⋮ Insuring longevity risk and long-term care: bequest, housing and liquidity ⋮ The Impact of Systematic Trend and Uncertainty on Mortality and Disability in a Multistate Latent Factor Model for Transition Rates ⋮ Capital Requirements for Cyber Risk and Cyber Risk Insurance: An Analysis of Solvency II, the U.S. Risk-Based Capital Standards, and the Swiss Solvency Test ⋮ To borrow or insure? Long term care costs and the impact of housing ⋮ A Multi-state Model of Functional Disability and Health Status in the Presence of Systematic Trend and Uncertainty ⋮ Mortality Forecasts for Long-Term Care Subpopulations with Longevity Risk: A Bayesian Approach ⋮ MODERN LIFE-CARE TONTINES

Cites Work

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• Modeling Disability in Long-Term Care Insurance
• Multistate Actuarial Models of Functional Disability
• Markov Chain Models in Life Insurance
• Managed Care and Health Care Utilization: Specification of Bivariate Models Using Copulas

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