Pages that link to "Item:Q875166"
From MaRDI portal
The following pages link to Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166):
Displayed 5 items.
- Moment bounds on discrete expected stop-loss transforms, with applications (Q835681) (← links)
- Life anuities with stochastic survival probabilities: A review (Q835685) (← links)
- Optimal approximations for risk measures of sums of lognormals based on conditional expectations (Q950092) (← links)
- Comonotonic approximations to quantiles of life annuity conditional expected present value (Q998302) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)