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Communication Dans Un Congrès Année : 2011

The Impact of a Pandemic Event on Mortality Risk for Protection Insurance

Résumé

Recent events such as influenza A (H1N1), dengue or cholera viruses, have reminded insurers that they could suffer the occurrence of a pandemic risk. A severe pandemic event could cause a significant increase in mortality, and consequently might cause the bankruptcy of insurance companies. This article focuses on death guarantee for Protection business, and its aim is to determine how to model the impact of a pandemic event on mortality risk, by taking into account the type of available data. To do so, mortality risk is split into a trend and a pandemic shock event. It is possible to calibrate this shock for particular viruses, for example influenza virus. The last section briefly presents some possible extensions in the framework of stochastic modelling in connection with AIDS dynamic evolution.
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Dates et versions

hal-00948595 , version 1 (18-02-2014)

Identifiants

  • HAL Id : hal-00948595 , version 1

Citer

Marine Habart Corlosquet, Jacques Janssen, Claude Lefèvre, Raimondo Manca. The Impact of a Pandemic Event on Mortality Risk for Protection Insurance. ASMDA 2011 : 14th International Conference on Applied Stochastic Models and Data Analysis, Jun 2011, Rome, Italy. ⟨hal-00948595⟩
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