Modeling the risk in mortality projections
Nan Zhu, Daniel Bauer
| Year of publication: |
2022
|
|---|---|
| Authors: | Zhu, Nan ; Bauer, Daniel |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 70.2022, 4, p. 2069-2084
|
| Subject: | affine models | Financial Engineering | forward mortality models | longevity risk | mortality risk management | Sterblichkeit | Mortality | Risikomanagement | Risk management | Risikomodell | Risk model | Lebensversicherung | Life insurance | Risiko | Risk | Theorie | Theory | Prognoseverfahren | Forecasting model | Financial engineering | Versicherungsmathematik | Actuarial mathematics |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2021.2255 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013366421