Avviso di seminario
22 Giugno 2022, ore 17:00, Aula seminari 4026, Edificio U7, IV piano Dipartimento di Statistica e Metodi Quantitativi, Università degli Studi di Milano Bicocca Webex Link: https://unimib.webex.com/unimib/j.php?MTID=me35206b954263f324454c6068feb6890 https://unimib.webex.com/unimib/j.php?MTID=me35206b954263f324454c6068feb6890
Join by meeting number Meeting number (access code): 2740 378 2204 Meeting password: niUrDZVT465 (64873988 from phones)
Speaker: Corrado De Vecchi
Titolo: ''Robust assessment of life insurance products ''
Abstract: Survival probabilities are required in many actuarial evaluations, such as the computation of net premiums in the life insurance business. As the output of a statistical procedure, their estimation is subject to uncertainty. In this article, we propose a robust assessment for the net premium of a standard life insurance contract with respect to the uncertainty on the estimated residual lifetime distribution function. Specifically, we provide a method to derive the range of values that the net premium of a given contract can attain when considering all residual lifetime distribution functions that satisfy an L^2 distance constraint with a reference distribution function. The results obtained in this chapter can be used to obtain a conservative evaluation of the net premium that an insurance company should charge for a life insurance contract in order to avoid financial losses due to unexpected changes in longevity trends.
Gli interessati sono cordialmente invitati a partecipare, Cordiali saluti, Valeria
********************************************** Valeria Bignozzi Professore associato di Metodi Matematici dell’Economia e delle Scienze Attuariali e Finanziarie Dipartimento di Statistica e Metodi Quantitativi (DiSMeQ), Università degli Studi di Milano-Bicocca, Edificio U7