Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods (Q2212159)
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scientific article; zbMATH DE number 7275981
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| English | Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods |
scientific article; zbMATH DE number 7275981 |
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Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods (English)
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19 November 2020
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uncertainty quantification
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local and global sensitivity methods
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risk contribution of dependent risks
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differential importance measure
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actuarial mathematical model
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0.7675178050994873
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0.7268642783164978
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