Factor risk quantification in annuity models (Q2513616)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Factor risk quantification in annuity models |
scientific article |
Statements
Factor risk quantification in annuity models (English)
0 references
28 January 2015
0 references
risk capital allocation
0 references
risk measures
0 references
risk contribution
0 references
life insurance
0 references
Hoeffding decomposition
0 references
Taylor expansion
0 references
0 references
0 references