Catastrophe risk in a stochastic multi-population mortality model
Jens Robben, Katrien Antonio
| Year of publication: |
2024
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|---|---|
| Authors: | Robben, Jens ; Antonio, Katrien |
| Published in: |
The journal of risk & insurance. - Malvern, Pa. : American Risk and Insurance Ass., ISSN 1539-6975, ZDB-ID 2066637-8. - Vol. 91.2024, 3, p. 599-651
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| Subject: | catastrophe risk | mortality improvement model | mortality shocks | multi-population mortality model | regime switch | scenario analysis | stochastic mortality model | Sterblichkeit | Mortality | Risikomodell | Risk model | Stochastischer Prozess | Stochastic process | Katastrophe | Disaster | Theorie | Theory | Risiko | Risk | Versicherungsmathematik | Actuarial mathematics | Prognoseverfahren | Forecasting model | Szenariotechnik | Scenario analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jori.12470 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015121184