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Actuarial Models for Valuation of Critical Illness Insurance

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F15%3A39899557" target="_blank" >RIV/00216275:25410/15:39899557 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Actuarial Models for Valuation of Critical Illness Insurance

  • Original language description

    Critical illness insurance (CII) or critical illness cover is an insurance product, where the insurer is contracted to typically make a lump sum cash payment if the policyholder is diagnosed with one of the critical illnesses listed in the insurance policy. The schedule of insured illnesses varies between insurance companies. The basis for the valuation of each insurance product, not excluding CII products, is the knowledge of probability of insurance event specified in the policy. This article aims toexplain and apply methods of classical and Bayesian statistical inference how to estimate the probability of critical event diagnoses in the Slovak insurance companies, specifically for the men and women and for various age groups. The estimated event probabilities are subsequently used for setting risk premiums in the homogeneous groups by sex and age. The individual risk model has been used for calculation of premiums. Data submitted by the Decree No. 20/2008 to the National Bank of Sl

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BB - Applied statistics, operational research

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2015

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    International Journal of Mathematical Models and Methods in Applied Sciences

  • ISSN

    1998-0140

  • e-ISSN

  • Volume of the periodical

    9

  • Issue of the periodical within the volume

    2015

  • Country of publishing house

    US - UNITED STATES

  • Number of pages

    9

  • Pages from-to

    218-226

  • UT code for WoS article

  • EID of the result in the Scopus database

    2-s2.0-84926482197