Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166): Difference between revisions

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-Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
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@@ Property / author @@
+Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2006.03.015
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@@ Property / OpenAlex ID @@
+W2041385333
@@ Property / OpenAlex ID: W2041385333 / rank @@
+Normal rank
@@ Property / cites work @@
+A connection between supermodular ordering and positive/negative association.
+Normal rank
@@ Property / cites work @@
+Stochastic mortality in life insurance: market reserves and mortality-linked insurance contracts
+Normal rank
@@ Property / cites work @@
+Association and heterogeneity of insured lifetimes in the Lee–Carter framework
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@@ Property / cites work @@
+Smooth generators of integral stochastic orders.
@@ Property / cites work: Smooth generators of integral stochastic orders. / rank @@
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: applications.
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@@ Property / cites work @@
+Upper and lower bounds for sums of random variables
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@@ Property / cites work @@
+The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
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@@ Property / cites work @@
+Survival models in a dynamic context: a survey
@@ Property / cites work: Survival models in a dynamic context: a survey / rank @@
+Normal rank
@@ Property / cites work @@
+Comparing Approximations for Risk Measures of Sums of Nonindependent Lognormal Random Variables
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@@ Property / cites work @@
+Projecting Mortality Trends
@@ Property / cites work: Projecting Mortality Trends / rank @@
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