A unisex stochastic mortality model to comply with EU Gender Directive

DOI10.1016/j.insmatheco.2017.01.007zbMath1416.91162OpenAlexW2307303816MaRDI QIDQ1681196

An Chen, Elena Vigna

Publication date: 23 November 2017

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2318/1633916

zbMATH Keywords

life tabledoubly stochastic processactuarial fairnessGender Directivestochastic mortality intensityunisex tariff

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

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