From regulatory life tables to stochastic mortality projections : the exponential decline model
Michel Denuit, Julien Trufin
| Year of publication: |
November 2016
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|---|---|
| Authors: | Denuit, Michel ; Trufin, Julien |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 71.2016, p. 295-303
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| Subject: | Life tables | Risk measures | Longevity risk | Comonotonicity | Life annuity | Supermodular order | Directionally convex order | Increasing convex order | Sterblichkeit | Mortality | Lebensversicherung | Life insurance | Risikomodell | Risk model | Risiko | Risk | Theorie | Theory | Finanzmathematik | Mathematical finance | Messung | Measurement | Risikomaß | Risk measure | Leibrente | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.09.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011630848