Comonotonic approximations to quantiles of life annuity conditional expected present value (Q998302): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2007.09.006
@@ Property / DOI: 10.1016/j.insmatheco.2007.09.006 / 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 @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2007.09.006
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@@ Property / OpenAlex ID @@
+W1982140289
@@ Property / OpenAlex ID: W1982140289 / rank @@
+Normal rank
@@ Property / cites work @@
+Bootstrapping the Poisson log-bilinear model for mortality forecasting
+Normal rank
@@ Property / cites work @@
+A Poisson log-bilinear regression approach to the construction of projected lifetables.
+Normal rank
@@ Property / cites work @@
+Q3562659
@@ Property / cites work: Q3562659 / rank @@
+Normal rank
@@ Property / cites work @@
+Smoothing the Lee–Carter and Poisson log-bilinear models for mortality forecasting
+Normal rank
@@ Property / cites work @@
+Negative binomial version of the Lee–Carter model for mortality forecasting
+Normal rank
@@ Property / cites work @@
+Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection
+Normal rank
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+Optimal reinsurance and stop-loss order
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+Normal rank
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+The concept of comonotonicity in actuarial science and finance: theory.
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+The concept of comonotonicity in actuarial science and finance: applications.
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+Upper and lower bounds for sums of random variables
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+The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
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+Survival models in a dynamic context: a survey
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+Projecting Mortality Trends
@@ Property / cites work: Projecting Mortality Trends / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2007.09.006
@@ Property / DOI: 10.1016/J.INSMATHECO.2007.09.006 / rank @@
+Normal rank