Measuring Process Risk in Income Protection Insurance

DOI10.2143/AST.34.1.504962zbMath1090.91551OpenAlexW4231939099MaRDI QIDQ4661705

Zolan Butt, Steven Haberman, Ben Rickayzen

Publication date: 30 March 2005

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.34.1.504962

zbMATH Keywords

insolvencyrisk-based capitalrisk-loaded premiummultiple state modelsincome protection insuranceasset and liability process risk

Mathematics Subject Classification ID

Cites Work

• Application of Coherent Risk Measures to Capital Requirements in Insurance

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