Risk aggregation in the presence of discrete causally connected random variables
Peng Lin; Martin Neil; Norman Fenton
| 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 | Stochastischer Prozess | Stochastic process | Zufallsvariable | Random variable |
| 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/10010422173