Author
Dale Hagstrom, Chris Lewis, Scott Mitchell and Steven Schreiber
Journal
Milliman White Paper
Class
extreme mortality risk
Paper Keyword
mortality risk,heat_wave,
Abstract
As insurers increasingly evaluate business decisions within the context of risk-based frameworks, such as Solvency II, the Swiss Solvency Test, and economic capital, managing tail risks has received increased focus in recent years. This short paper considers the specific area of extreme mortality risk of a life insurance portfolio.
