Mortality regimes and longevity risk in a life annuity portfolio (Q4576922): Difference between revisions

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Latest revision as of 02:19, 16 July 2024

scientific article; zbMATH DE number 6901696
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English
Mortality regimes and longevity risk in a life annuity portfolio
scientific article; zbMATH DE number 6901696

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    Mortality regimes and longevity risk in a life annuity portfolio (English)
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    11 July 2018
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    longevity risk
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    mortality projection
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    regime-switching models
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