scientific article; zbMATH DE number 2054514

zbMATH Open1062.91045MaRDI QIDQ4454964FDOQ4454964

Mariarosaria Coppola, Emilia Di Lorenzo, Marilena Sibillo

Publication date: 9 March 2004

Title of this publication is not available (Why is that?)

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zbMATH Keywords

longevity riskinsurance riskinvestment riskrandom projected mortality tables

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (4)

• Title not available (Why is that?)
• Relative Importance of Risk Sources in Insurance Systems
• Longevity risk in portfolios of pension annuities
• The prediction risk for the development of mortality -- can it be minimized by an appropriate portfolio composition?

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