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Chapitre D'ouvrage Année : 2014

The Impact of a Pandemic Influenza on Mortality, Temporary Disability and Hospitalization Risks for the Protection Insurance and Hedging Strategies

Résumé

As far as Protection Insurance is concerned, the emergence of an influenza pandemic could lead to an excess of claims in the insured population. A pandemic would obviously have a significant impact on Death risk, but could also affect the risk of Temporary Disability and Hospitalisation. The aim of this article is to determine how to model the effects of a pandemic event on mortality risk, and to analyse how a pandemic may affect the risk of Temporary Disability and Hospitalisation. Knowing that a pandemic could cause bankruptcy in the worst scenarios, an insurance company should consider buying adequate coverage. The last part of this article is devoted to the search for a solution to hedge against a pandemic event. This overview is not limited to standardized products sold by reinsurers, but more elaborate and exotic offers are described, with their advantages and drawbacks.
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Dates et versions

hal-01185087 , version 1 (19-08-2015)

Identifiants

  • HAL Id : hal-01185087 , version 1

Citer

Marine Habart Corlosquet, Jacques Janssen, Philippe Lenca, Raimondo Manca. The Impact of a Pandemic Influenza on Mortality, Temporary Disability and Hospitalization Risks for the Protection Insurance and Hedging Strategies. New Perspectives in Stochastic Modeling and Data Analysis, ISAST, 2014, 6188069874. ⟨hal-01185087⟩
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