A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension
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Publication:998282
DOI10.1016/j.insmatheco.2007.07.005zbMath1152.91573OpenAlexW2133301582MaRDI QIDQ998282
Publication date: 28 January 2009
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.07.005
sensitivity analysislife insuranceprospective reservevariations in the technical basisgeneralized gradient vector
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