Existing literature asserts that the growth of life settlement (LS) markets, where they exist, is
hampered by limited policyholder participation and suggests that to foster this growth …

Several life contingency agreements are based on the assumption that policyholders have
impaired life expectancy attributable to factors, such as lifestyle, social class, or preexisting …

A highly relevant topic in the actuarial literature is so-called “claim reserving” or “loss
reserving”, which involves estimating reserves to be provisioned for pending claims, as they …

Purpose This study aims to present the financial performance of companies and investment
areas in the real estate investment trust (REIT) industry. Design/methodology/approach A …

In this paper‎,‎ fuzzy set theory is implemented to model internal rate of return for calculating
the price of life‎ settlements‎‎.‎ D‎ eterministic‎,‎ probabilistic and stochastic‎ approaches‎ is‎ used‎ to‎ …

This paper extends the framework for the valuation of life insurance policies and annuities
by Andrés-Sánchez and González-Vila (2012, 2014) in two ways. First we allow various …

Estimating loss reserves is a crucial activity for non-life insurance companies. It involves
adjusting the expected evolution of claims over different periods of active policies and their …

The modeling of uncertainty resources is very important in insurance pricing. In this paper,
fuzzy set theory is implemented to model interest rates as an uncertainty resource for …

In loss reserving, the log-Poisson regression model is a well-known stochastic model
underlying the chain-ladder method which is the most used method for reserving purposes …

The discretization of a continuous distribution is an important and challenging step in
problems emerging from different fields, like, eg, finance and insurance. The usual …