Publikation: Dissertationsschrift

A joint analysis of financial and biometrical risks in life insurance

Grunddaten
Abstract
Autoren
Einrichtung

Grunddaten

Titel	A joint analysis of financial and biometrical risks in life insurance
Erscheinungsjahr	2006
Publikationsform	Elektronische Ressource
Publikationsart	Dissertationsschrift
Sprache	Englisch
Letzte Änderung	19.03.2013 10:45:04
Bearbeitungsstatus	durch UB Rostock abschließend validiert
Dauerhafte URL	http://purl.uni-rostock.de/fodb/pub/36827
Links zu Katalogen

Abstract

With, in recent years, a risen volatility at financial markets and an unforseen increase of life expectancies in many developed countries being observed, for an actuary the question arises which risk factors really matter in life insurance. Traditionally a life insurer covers the unsystematic biometrical risk, benefiting from a diversification effect. Driven by experiences, over the past years more and more actuaries concentrated their attention on the non-diversifiable financial risk and systematic mortality risk.

Autor

Christiansen, Marcus C.

Einrichtung

MNF/Institut für Mathematik (IfMA)