Based on the report “Handicap-Incapacités-Dépendance” of the French “Ministère de la Santé” and on scenarios for the disability of elder persons, the rating, the reserving and the financial balance relative to such a disability porfolio are examined in a prospective approach. The...

Private insurance for long-term care is underdeveloped in European countries and in the US. In order to better understand this actual market failure, it is interesting to study the characteristics of insurance demand. This paper uses banking data to estimate the likelihood to buy a long-term...

We present mathematical results allowing one to evaluate the moments of order 1 and 2 of the cedent's share in the framework of reinsurance treaties based on ordered claimsizes. These results consist of closed analytical formulas that do not involve any approximation procedure. This is...

Various notions of tightness for measurable multifunctions are introduced and compared. They are used to derive results on the existence of integrable selections for the sequential weak upper limit of a sequence of multifunctions. Similar questions are examined for multifunctions with values in...