Efficient approximations for numbers of survivors in the Lee-Carter model
Samuel Ggbari; Michel Denuit
| Year of publication: |
2014
|
|---|---|
| Authors: | Ggbari, Samuel ; Denuit, Michel |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 71-77
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| Subject: | Life annuity | Mortality projection | Lee-Carter model | Comonotonicity | Supermodular order | Increasing directionally convex order | Risk measures | Sterblichkeit | Mortality | Theorie | Theory | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure | Risikomodell | Risk model | Finanzmathematik | Mathematical finance |