How will improved forecasts of individual lifetimes affect underwriting?

Research output: Contribution to journalLiterature review

24 Citations (Scopus)

Abstract

The combined effects of underwriting and adverse selection among heterogeneous populations are considered, using a simple Markov model. I illustrate the possible extent of the costs of adverse selection; in all cases, above-average sums assured is the most significant factor.

Original languageEnglish
Pages (from-to)1067-1075
Number of pages9
JournalPhilosophical Transactions of the Royal Society B: Biological Sciences
Volume352
Issue number1357
DOIs
Publication statusPublished - 29 Aug 1997

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