Managing systematic mortality risk with group self-pooling and annuitization schemes
Chao Qiao; Michael Sherris
| Year of publication: |
2013
|
|---|---|
| Authors: | Qiao, Chao ; Sherris, Michael |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 80.2013, 4, p. 949-974
|
| Subject: | Sterblichkeit | Mortality | Risikomaß | Risk measure | Kohortenanalyse | Cohort analysis | Adverse Selektion | Adverse selection | Rentenfonds | Bond fund | Monte-Carlo-Simulation | Monte Carlo simulation | Lebensversicherung | Life insurance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010235576