Pages that link to "Item:Q875166"
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The following pages link to Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166):
Displayed 10 items.
- Distribution of the random future life expectancies in log-bilinear mortality projection models (Q636128) (← links)
- Modelling and management of longevity risk: approximations to survivor functions and dynamic hedging (Q654824) (← links)
- 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)
- An application of comonotonicity theory in a stochastic life annuity framework (Q2276231) (← links)
- Longevity-Indexed Life Annuities (Q3005354) (← links)
- Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap (Q3569719) (← links)