Application of the phase‐type mortality law to life contingencies and risk management (Q4620199): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 16:38, 5 March 2024
scientific article; zbMATH DE number 7015493
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of the phase‐type mortality law to life contingencies and risk management |
scientific article; zbMATH DE number 7015493 |
Statements
Application of the phase‐type mortality law to life contingencies and risk management (English)
0 references
8 February 2019
0 references
phase-type distributions
0 references
pure premiums
0 references
benefit reserves
0 references
CTE loaded premiums
0 references
provision for adverse deviation
0 references
portfolio interest rate sensitivity
0 references
portfolio diversification effect
0 references
multiple life products
0 references
subgroup pricing
0 references
