A unisex stochastic mortality model to comply with EU Gender Directive
Year of publication: |
March 2017
|
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Authors: | Chen, An ; Vigna, Elena |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 73.2017, p. 124-136
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Subject: | Actuarial fairness | Unisex tariff | Stochastic mortality intensity | Gender Directive | Life table | Doubly stochastic process | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process | Geschlecht | Gender | Versicherungsmathematik | Actuarial mathematics | Risikomodell | Risk model | Lebensversicherung | Life insurance |
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