Risk aggregation in the presence of discrete causally connected random variables
Year of publication: |
2014
|
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Authors: | Lin, Peng ; Neil, Martin ; Fenton, Norman E. |
Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press., ISSN 1748-4995, ZDB-ID 2213370-7. - Vol. 8.2014, 2, p. 298-319
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Subject: | simulation methods | mortality projection | Poisson Lee-Carter model | Sterblichkeit | Mortality | Simulation | Theorie | Theory | Aggregation | Zufallsvariable | Random variable | Stochastischer Prozess | Stochastic process |
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