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Actuarial Aspects of Long Term Care

  • Book
  • © 2019

Overview

Editors:
  1. Etienne Dupourqué

    1. Bellows Falls, USA

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  2. Frédéric Planchet

    1. ISFA, Université Lyon, Lyon, France

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    You can also search for this editor in PubMed   Google Scholar

  3. Néfissa Sator

    1. ISUP, New York, USA

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  • 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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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.


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Table of contents (13 chapters)

  1. Front Matter

    Pages i-viii
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  2. Dependence: Definitions and Facts

    1. Front Matter

      Pages 1-2
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    2. Interactions of LTC Morbidity and Mortality

      • Eric Stallard
      Pages 3-16

    3. Long Term Care in the United States

      • Etienne Dupourqué
      Pages 17-59

    4. Long Term Care in France

      • Fabio Castaneda, François Lusson
      Pages 61-92

  3. Liabilities Measurement

    1. Front Matter

      Pages 93-94
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    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
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    2. Construction of an Economic Balance Sheet and Solvency Capital Requirement Calculation in Solvency 2

      • Anani Olympio, Camille Gutknecht
      Pages 161-192

    3. Solvency Capital for Long Term Care Insurance in the United States

      • James C. Berger
      Pages 193-212

    4. Impact of Reinsurance: Qualitative Aspects

      • Guillaume Biessy, Ilan Cohen
      Pages 213-227

    5. Impact of Reinsurance: Quantitative Aspects

      • Frédéric Planchet
      Pages 229-242

  5. Prospective Vision of the Risk

    1. Front Matter

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

      • Marc Juillard, Géraldine Juillard
      Pages 245-269

    3. An ERM Approach to Long Term Care Insurance Risks

      • Néfissa Sator
      Pages 271-287

    4. On Long Term Care

      • Marie-Sophie Houis
      Pages 289-308

    5. Predictive Analytics in Long Term Care

      • Howard Zail
      Pages 309-336
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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 Sciences, Probability Theory and Stochastic Processes

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