Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (Q860503): Difference between revisions
From MaRDI portal
m rollbackEdits.php mass rollback Tag: Rollback |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.02.012 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1972551937 / rank | |||
Normal rank | |||
Revision as of 08:35, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts |
scientific article |
Statements
Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (English)
0 references
9 January 2007
0 references
mortality model
0 references
stochastic modelling
0 references
mortality forecasting
0 references
quantile hedging
0 references
unit-linked contracts
0 references
risk management
0 references
