Actuarial model for pricing disability insurance policy
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216275%3A25410%2F18%3A39913166" target="_blank" >RIV/00216275:25410/18:39913166 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Actuarial model for pricing disability insurance policy
Original language description
The main objective of our contribution is to apply stochastic processes for disability policy that gives annuity benefit in case of temporary or permanent disability. We apply durational effect to the disable state, by splitting it into several states. Using the data supplied by the Continuous Mortality Investigation (CMI) we calculate the single and annual premiums for that policy.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
50206 - Finance
Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
European Financial Systems 2018 : Proceedings of the 15th International Scientific Conference
ISBN
978-80-210-8980-8
ISSN
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e-ISSN
neuvedeno
Number of pages
7
Pages from-to
116-122
Publisher name
Masarykova univerzita
Place of publication
Brno
Event location
Brno
Event date
Jun 25, 2018
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000462948800014