Frailty-based mortality models and reserving for longevity risk
Maria Carannante, Valeria D'Amato, Steven Haberman, Massimiliano Menzietti
| Year of publication: |
2024
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|---|---|
| Authors: | Carannante, Maria ; D'Amato, Valeria ; Haberman, Steven ; Menzietti, Massimiliano |
| Published in: |
The Geneva papers on risk and insurance - issues and practice. - Basingstoke : Palgrave Macmillan, ISSN 1468-0440, ZDB-ID 2063785-8. - Vol. 49.2024, 2, p. 320-339
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| Subject: | Adverse selection | Frailty | Stochastic mortality modelling | Sterblichkeit | Mortality | Risikomodell | Risk model | Adverse Selektion | Versicherungsmathematik | Actuarial mathematics | Stochastischer Prozess | Stochastic process | Lebensversicherung | Life insurance | Theorie | Theory | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41288-024-00319-y [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014583150