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

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Revision as of 16:08, 25 June 2024

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Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection
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    Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (English)
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    11 April 2007
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    mortality projection
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    comonotonicity
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    risk measure
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    stop-loss order
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