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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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods |
scientific article |
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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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