Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods
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Cited in
(12)- Large portfolio losses in a turbulent market
- Sensitivity analysis with ^2-divergences
- Optimal portfolio selection with life insurance under subjective survival belief and habit formation
- Annuity uncertainty with stochastic mortality and interest rates
- Risk allocation through shapley decompositions, with applications to variable annuities
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- Pricing catastrophe risk during transitions of physical and economic environments
- Sensitivity-based measures of discrimination in insurance pricing
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