A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension

DOI10.1016/j.insmatheco.2007.07.005zbMath1152.91573MaRDI QIDQ998282

Marcus C. Christiansen

Publication date: 28 January 2009

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.07.005

zbMATH Keywords

sensitivity analysis; life insurance; prospective reserve; variations in the technical basis; generalized gradient vector

Mathematics Subject Classification ID

Related Items

Biometric worst-case scenarios for multi-state life insurance policies, The Solvency II square-root formula for systematic biometric risk

Cites Work

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