Applications of forward mortality factor models in life insurance practice
Nan Zhu and Daniel Bauer
| 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 1018-5895, 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 | Lebensversicherung | Life insurance | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process | Risikomodell | Risk model | Theorie | Theory | Faktorenanalyse | Factor analysis | Versicherungsmathematik | Actuarial mathematics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009503507