Stochastic portfolio specific mortality and the quantification of mortality basis risk (Q659104)
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scientific article; zbMATH DE number 6004625
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic portfolio specific mortality and the quantification of mortality basis risk |
scientific article; zbMATH DE number 6004625 |
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Stochastic portfolio specific mortality and the quantification of mortality basis risk (English)
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10 February 2012
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portfolio specific mortality
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stochastic mortality models
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mortality basis risk
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longevity risk
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Solvency 2
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0.7856413722038269
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0.7807981967926025
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0.7805149555206299
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0.7785730957984924
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