  In the framework of Embedded Value new standards, namely the MCEV norms, the
latest principles published in June 2008 address the issue of market and
underwriting risks measurement by using stochastic models of projection and
valorization. Knowing that stochastic models particularly data-consuming, the
question which can arise is the treatment of insurance portfolios only
available in aggregate data or portfolios in situation of incomplete
information. The aim of this article is to propose a pragmatic modeling of
these risks tied up with death covers of individual protection products in
these situations.
