Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Julien Tomas"'
Publikováno v:
European Actuarial Journal
European Actuarial Journal, Springer, 2016, 6 (1), pp.61-96. ⟨10.1007/s13385-016-0125-z⟩
European Actuarial Journal, Springer, 2016, 6 (1), pp.61-96. ⟨10.1007/s13385-016-0125-z⟩
Interest from life insurers to assess their portfolios’ mortality risk has considerably increased. The new regulation and norms, Solvency II, shed light on the need of life tables that best reflect the experience of insured portfolios in order to q
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c4039bd28d59ff4225f11fd8b6767d4f
https://doi.org/10.1007/s13385-016-0125-z
https://doi.org/10.1007/s13385-016-0125-z
Autor:
Julien Tomas, Frédéric Planchet
Publikováno v:
Insurance: Mathematics and Economics. 63:169-190
The present article illustrates an approach to construct prospective mortality tables for which the data available are composed by heterogeneous groups observed during different periods. Without explicit consideration of heterogeneity, it is necessar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d9e0cf51b2acae53c8da6c181ddb4ab4
https://doi.org/10.1016/j.insmatheco.2015.03.020
https://doi.org/10.1016/j.insmatheco.2015.03.020
Autor:
Julien Tomas, Frédéric Planchet
Publikováno v:
Scandinavian Actuarial Journal. 2016:279-292
In this paper, we focus on uncertainty issues on disabled lives survival probabilities of LTC insurance policyholders and its consequences on solvency capital requirement. Among the risks affecting long-term care portfolios, special attention is addr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::85948a86c10181f75d34c25ff26c1931
https://doi.org/10.1080/03461238.2014.925496
https://doi.org/10.1080/03461238.2014.925496
Autor:
Julien Tomas, Frédéric Planchet
Publikováno v:
European Actuarial Journal. 4:247-279
This article presents an operational framework for constructing and validating projected mortality table specific to an insurer. We describe several methods of increasing complexity and the process of validation allowing an insurer to adjust a baseli
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2933025f86eff3ab1b9ae7f0f0fe7925
https://doi.org/10.1007/s13385-014-0095-y
https://doi.org/10.1007/s13385-014-0095-y
Autor:
Frédéric Planchet, Julien Tomas
Publikováno v:
Insurance: Mathematics & Economics, 52(3), 573-589. Elsevier
We are interested in modeling the mortality of long-term care (LTC) claimants having the same level of severeness (heavy claimant). Practitioners often use empirical methods that rely heavily on expert opinions. We propose approaches not depending on
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9dabab0af88325c76e17ae3c2aca191d
https://dare.uva.nl/personal/pure/en/publications/multidimensional-smoothing-by-adaptive-local-kernelweighted-loglikelihood-application-to-longterm-care-insurance(4a38ecd9-d6ee-4a01-b5c2-c24295768a83).html
https://dare.uva.nl/personal/pure/en/publications/multidimensional-smoothing-by-adaptive-local-kernelweighted-loglikelihood-application-to-longterm-care-insurance(4a38ecd9-d6ee-4a01-b5c2-c24295768a83).html
Publikováno v:
Variances
Variances, 2016, 54, pp.41-44
HAL
Variances, 2016, 54, pp.41-44
HAL
International audience
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::bafc70f2334efcd5c9f4e758315e4293
https://hal.archives-ouvertes.fr/hal-01999326
https://hal.archives-ouvertes.fr/hal-01999326
