Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166)

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scientific article; zbMATH DE number 5141775
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    Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection
    scientific article; zbMATH DE number 5141775

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      Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (English)
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      11 April 2007
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      mortality projection
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      comonotonicity
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      risk measure
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      stop-loss order
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