Safety margins for systematic biometric and financial risk in a semi-Markov life insurance framework
Year of publication: |
2015
|
---|---|
Authors: | Niemeyer, Andreas |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 3.2015, 1, p. 35-60
|
Publisher: |
Basel : MDPI |
Subject: | safety margin | first order basis | systematic biometric risk | financial risk | semi-Markov multi-state model | risk decomposition |
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