Computational framework for longevity risk management
Valeria D'Amato; Steven Haberman; Gabriella Piscopo; Maria Russolillo
| Year of publication: |
2014
|
|---|---|
| Authors: | D'Amato, Valeria ; Haberman, Steven ; Piscopo, Gabriella ; Russolillo, Maria |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 11.2014, 1/2, p. 111-137
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| Subject: | Longevity risk management | Bootstrap techniques | Sterblichkeit | Mortality | Risikomanagement | Risk management | Risikomodell | Risk model | Theorie | Theory | Lebensversicherung | Life insurance | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | Mathematische Optimierung | Mathematical programming | Versicherungsmathematik | Actuarial mathematics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010251207