Optimal Risk Classification with an Application to Substandard Annuities

DOI10.1080/10920277.2012.10597643zbMath1291.91110OpenAlexW3121311504MaRDI QIDQ5168702

Gudrun Schmitt-Hoermann, Nadine Gatzert, Hato Schmeiser

Publication date: 19 July 2014

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2012.10597643

Mathematics Subject Classification ID

Related Items (4)

Doubly Enhanced Annuities (DEANs) and the Impact of Quality of Long-Term Care under a Multi-State Model of Activities of Daily Living (ADL) ⋮ Compound joint-life annuity frailty modeling ⋮ Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions ⋮ Heterogeneity in mortality: a survey with an actuarial focus

Cites Work

• Enhanced annuities and the impact of individual underwriting on an insurer's profit situation
• Premium rates based on genetic studies: How reliable are they?
• The impact of the determinants of mortality on life insurance and annuities
• Mortality Regimes and Pricing
• Adverse Selection Spirals
• Stochastic ordering of risk/insurance exchanges
• A Model for Analyzing the Impact of Selective Lapsation on Mortality
• Genetic Testing, Insurance Economics, and Societal Responsibility
• Modeling the Impact of Genetics on Insurance

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