Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection |
scientific article |
Statements
Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (English)
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11 April 2007
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mortality projection
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comonotonicity
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risk measure
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stop-loss order
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