Adoption of projected mortality table for the Slovenian market using the Poisson log-bilinear model to test the minimum standard for valuing life annuities
With the introduction of Solvency II a consistent market approach to the valuation of insurance assets and liabilities is required. For the best estimate of life annuity provisions one should estimate the longevity risk of the insured population in Slovenia. In this paper the current minimum standar...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Ljubljana
2015-01-01
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| Series: | Economic and Business Review |
| Subjects: | |
| Online Access: | http://www.ebrjournal.net/ojs/index.php/ebr/article/view/83/pdf |