A dynamic equivalence principle for systematic longevity risk management

H Hanbali, M Denuit, J Dhaene, J Trufin - Insurance: Mathematics and …, 2019 - Elsevier
This paper addresses systematic longevity risk in long-term insurance business. We analyze
the consequences of working under unknown survival probabilities on the efficiency of the …

Pricing and reserving in LTC insurance

M Denuit, N Lucas, E Pitacco - Actuarial aspects of long term care, 2019 - Springer
The LTC insurance policies, which concern millions of individuals, are at present very
heterogeneous, using many types of guarantees and many types of benefits underwriting …

Updating Bonus–Malus Indexing Mechanism to Adjust Long-Term Health Insurance Premiums

AK Dizaji, AT Payandeh Najafabadi - North American Actuarial …, 2023 - Taylor & Francis
Economic shocks, high inflation, longevity, and new emerging technologies make the long-
term health care insurance challenging for insurers. To overcome this problem, an indexing …

Lifelong health insurance covers with surrender values: updating mechanisms in the presence of medical inflation

J Dhaene, E Godecharle, K Antonio… - ASTIN Bulletin: The …, 2017 - cambridge.org
This paper considers the problem of a lifelong health insurance cover where medical
inflation is not sufficiently incorporated in the level premium determined at policy issue. We …

Projection models for health expenses

M Christiansen, M Denuit, N Lucas… - Annals of Actuarial …, 2018 - cambridge.org
This note proposes a practical way for modelling and projecting health insurance
expenditures over short time horizons, based on observed historical data. The present study …

Measuring medical inflation for health insurance portfolios in Belgium

J Dhaene, H Hanbali - European Actuarial Journal, 2019 - Springer
We investigate the construction of medical inflation indexes. Such indexes can be used to
update premiums of lifelong health insurance contracts. We compare the accuracy of the …

Once covered, forever covered: The actuarial challenges of the Belgian private health insurance system

H Hanbali, H Claassens, M Denuit, J Dhaene, J Trufin - Health Policy, 2019 - Elsevier
Abstract The Belgian Law of 20 July 2007 has drastically changed the Belgian private health
insurance sector by making individual contracts lifelong with the technical basis (ie actuarial …

[PDF][PDF] Modelling the laboratory health costs during 2015 to 2019

SS Moosavi… - Iranian journal of health …, 2020 - journal.ihio.gov.ir
Methods: This article will propose a good model for projecting average seasonal laboratory
health insurance expenses based on Christiansen et al. paper, using health insurance data …

Casos de estudio de estimación de funciones de supervivencia para Ciencias Actuariales

A Fernández-Morales - Modelos de supervivencia y de múltiples …, 2022 - riuma.uma.es
Las particularidades técnicas que plantea la estimación de funciones de supervivencia,
especialmente en lo tocante a la presencia de datos censurados, demandan una notable …

[PDF][PDF] A dynamic equivalence principle for systematic longevity risk management

M Denuit, J Dhaene, H Hanbali, J Trufin - Technical Report, 2018 - dipot.ulb.ac.be
This paper addresses systematic longevity risk in long-term insurance business. We analyze
the consequences of working under unknown survival probabilities on the efficiency of the …