scientific article; zbMATH DE number 2054514

zbMATH Open1062.91045MaRDI QIDQ4454964FDOQ4454964

Authors: 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 (7)

• Title not available (Why is that?)
• Factor risk quantification in annuity models
• A comparison of risk transfer strategies for a portfolio of life annuities based on RORAC
• Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods
• 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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