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2 résultats pour « demographic »

Demographic Issues in Longevity Risk Analysis

18 août 2023 Autre, risk, uncertainty, stochastic, forecasting, longevity, modeling, demographic

The paper discusses #modeling #longevity #risk, focusing on assumptions in #demographic #forecasting to project past data into the future. #stochastic forecasts are crucial to quantify #uncertainty in cohort survival predictions, including process variance and parameter/model errors.

A cohort‑based Partial Internal Model for demographic risk

7 juil. 2023 Autre, insurance, risk, regulations, solvencyii, demographic, capitalrequirement

The study proposes a method to assess #demographic #risk within the #solvencyii #regulations, using compact formulas to analyse #insurance portfolio inflows and outflows. It recommends a market-consistent valuation of liabilities for traditional and equity-linked policies. This includes evaluation of the Solvency #capitalrequirement of idiosyncratic and systematic risk, with a formula for the former and an algorithm for the latter.

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