Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods (Q2212159): Difference between revisions

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Latest revision as of 02:24, 24 July 2024

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Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods
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    Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods (English)
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    19 November 2020
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    uncertainty quantification
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    local and global sensitivity methods
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    risk contribution of dependent risks
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    differential importance measure
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    actuarial mathematical model
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