Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap (Q3569719)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap |
scientific article; zbMATH DE number 5723982
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap |
scientific article; zbMATH DE number 5723982 |
Statements
Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap (English)
0 references
21 June 2010
0 references
life annuity
0 references
life expectancy
0 references
mortality projection
0 references
Lee-Carter model
0 references
0 references
0 references
0.8925713300704956
0 references
0.8077699542045593
0 references
0.786067545413971
0 references
0.7825081944465637
0 references
0.7805243730545044
0 references
