Actuarial Aspects of Long Term Care

  • Etienne Dupourqué
  • Frédéric Planchet
  • Néfissa Sator

Part of the Springer Actuarial book series (SPACT)

Table of contents

  1. Front Matter
    Pages i-viii
  2. Dependence: Definitions and Facts

    1. Front Matter
      Pages 1-2
    2. Etienne Dupourqué
      Pages 17-59
    3. Fabio Castaneda, François Lusson
      Pages 61-92
  3. Liabilities Measurement

    1. Front Matter
      Pages 93-94
    2. Quentin Guibert, Frédéric Planchet
      Pages 95-128
    3. Michel Denuit, Nathalie Lucas, Ermanno Pitacco
      Pages 129-158
  4. Determination of the Solvency Capital

    1. Front Matter
      Pages 159-160
    2. Guillaume Biessy, Ilan Cohen
      Pages 213-227
    3. Frédéric Planchet
      Pages 229-242
  5. Prospective Vision of the Risk

    1. Front Matter
      Pages 243-243
    2. Marc Juillard, Géraldine Juillard
      Pages 245-269
    3. Marie-Sophie Houis
      Pages 289-308
    4. Howard Zail
      Pages 309-336

About this book


This edited volume proposes a review of the Long-Term Care insurance; this issue is addressed both from a global point of view, (through a presentation of the risk of dependence associated with the aging of the population) and an actuarial point of view, (with the presentation of existing insurance products and actuarial techniques for pricing and reserving).

It proposes a cross-view of American and European experiences for this risk.

It is the first book to be dedicated solely to long-term care insurance and aims to provide a valuable reference for all actuaries facing this issue. It is intended for both professionals and academics.


Long term care insurance Actuarial Solvency II ERM Mortality Predictive analytics Reinsurance Morbidity Reserving

Editors and affiliations

  • Etienne Dupourqué
    • 1
  • Frédéric Planchet
    • 2
  • Néfissa Sator
    • 3
  1. 1.Bellows FallsUSA
  2. 2.ISFAUniversité LyonLyonFrance
  3. 3.ISUPNew YorkUSA

Bibliographic information

Industry Sectors
Finance, Business & Banking