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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| English | 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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0.87293863
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0.8673723
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0.8657205
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0.8655167
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0.86063373
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0.8550192
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0.8534209
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0.85311526
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