Applications of forward mortality factor models in life insurance practice
Year of publication: |
2011
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Authors: | Zhu, Nan ; Bauer, Daniel |
Published in: |
The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association. - Basingstoke : Palgrave Macmillan, ISSN 0252-1148, ZDB-ID 196109-3. - Vol. 36.2011, 4, p. 567-594
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Subject: | Stochastic mortality models | forward mortality factor models | economic capital | Guaranteed Annuity Options | Guaranteed Minimum Income Benefits | Sterblichkeit | Mortality | Lebensversicherung | Life insurance | Schätzung | Estimation | Stochastischer Prozess | Stochastic process | Faktorenanalyse | Factor analysis | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics |
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