Swiss coherent mortality model as a basis for developing longevity de-risking solutions for Swiss pension funds : a practical approach
Cheng Wan; Ljudmila Bertschi
| Year of publication: |
2015
|
|---|---|
| Authors: | Wan, Cheng ; Bertschi, Ljudmila |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 63.2015, p. 66-75
|
| Subject: | Longevity risk | Stochastic mortality model | Forecast | Robustness | Risk management | The Plat model | The Li–Lee model | Sterblichkeit | Mortality | Schweiz | Switzerland | Risikomanagement | Pensionskasse | Pension fund | Risikomodell | Risk model | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Versicherungsmathematik | Actuarial mathematics | Lebensversicherung | Life insurance | Portfolio-Management | Portfolio selection | Prognose |
| 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/10011349851