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  • © 2019

Actuarial Aspects of Long Term Care

  • Combines observations from both insurance professionals and researchers in actuarial science

  • Provides comprehensive tools for modelling long-term care insurance contracts

  • Summarizes the state of the art and evolution perspectives for the LTC insurance market

Part of the book series: Springer Actuarial (SPACT)

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eBook USD 109.00
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  • ISBN: 978-3-030-05660-5
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  • Tax calculation will be finalised during checkout
Hardcover Book USD 139.99
Price excludes VAT (USA)

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Table of contents (13 chapters)

  1. Front Matter

    Pages i-viii
  2. Dependence: Definitions and Facts

    1. Front Matter

      Pages 1-2
    2. Long Term Care in the United States

      • Etienne Dupourqué
      Pages 17-59
    3. Long Term Care in France

      • Fabio Castaneda, François Lusson
      Pages 61-92
  3. Liabilities Measurement

    1. Front Matter

      Pages 93-94
    2. Measuring Long-Term Insurance Contract Biometric Risks

      • Quentin Guibert, Frédéric Planchet
      Pages 95-128
    3. Pricing and Reserving in LTC Insurance

      • Michel Denuit, Nathalie Lucas, Ermanno Pitacco
      Pages 129-158
  4. Determination of the Solvency Capital

    1. Front Matter

      Pages 159-160
    2. Impact of Reinsurance: Qualitative Aspects

      • Guillaume Biessy, Ilan Cohen
      Pages 213-227
    3. Impact of Reinsurance: Quantitative Aspects

      • Frédéric Planchet
      Pages 229-242
  5. Prospective Vision of the Risk

    1. Front Matter

      Pages 243-243
    2. Solvency II Own Risk and Solvency Assessment for Long Term Care Insurance

      • Marc Juillard, Géraldine Juillard
      Pages 245-269
    3. On Long Term Care

      • Marie-Sophie Houis
      Pages 289-308
    4. Predictive Analytics in Long Term Care

      • Howard Zail
      Pages 309-336

About this book

This book proposes a review of Long-Term Care insurance; this issue is addressed both from a global point of view (through a presentation of the risk of dependence associated with the aging of the population) and an actuarial point of view (with the presentation of existing insurance products and actuarial techniques for pricing and reserving).

It proposes a cross-view of American and European experiences for this risk.

This book is the first dedicated entirely to long-term care insurance and aims to provide a useful reference for all actuaries facing this issue. It is intended for both professionals and academics.


Keywords

  • Long term care insurance
  • Actuarial
  • Solvency II
  • ERM
  • Mortality
  • Predictive analytics
  • Reinsurance
  • Morbidity
  • Reserving

Editors and Affiliations

  • Bellows Falls, USA

    Etienne Dupourqué

  • ISFA, Université Lyon, Lyon, France

    Frédéric Planchet

  • ISUP, New York, USA

    Néfissa Sator

Bibliographic Information

  • Book Title: Actuarial Aspects of Long Term Care

  • Editors: Etienne Dupourqué , Frédéric Planchet, Néfissa Sator

  • Series Title: Springer Actuarial

  • DOI: https://doi.org/10.1007/978-3-030-05660-5

  • Publisher: Springer Cham

  • eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)

  • Copyright Information: Springer Nature Switzerland AG 2019

  • Hardcover ISBN: 978-3-030-05659-9Published: 13 June 2019

  • eBook ISBN: 978-3-030-05660-5Published: 28 May 2019

  • Series ISSN: 2523-3262

  • Series E-ISSN: 2523-3270

  • Edition Number: 1

  • Number of Pages: VIII, 336

  • Number of Illustrations: 51 b/w illustrations, 48 illustrations in colour

  • Topics: Actuarial Mathematics, Probability Theory

Buying options

eBook USD 109.00
Price excludes VAT (USA)
  • ISBN: 978-3-030-05660-5
  • Instant PDF download
  • Readable on all devices
  • Own it forever
  • Exclusive offer for individuals only
  • Tax calculation will be finalised during checkout
Hardcover Book USD 139.99
Price excludes VAT (USA)