Factor risk quantification in annuity models (Q2513616)
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scientific article; zbMATH DE number 6391850
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| English | Factor risk quantification in annuity models |
scientific article; zbMATH DE number 6391850 |
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Factor risk quantification in annuity models (English)
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28 January 2015
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risk capital allocation
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risk measures
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risk contribution
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life insurance
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Hoeffding decomposition
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Taylor expansion
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0.7485219836235046
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0.7422935366630554
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0.7381699085235596
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