Actuarial applications and estimation of extended CreditRisk+
Year of publication: |
June 2017
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Authors: | Hirz, Jonas ; Schmock, Uwe ; Shevchenko, Pavel V. |
Subject: | stochastic mortality model | extended CreditRisk+ | risk aggregation | partial internal model | mortality risk | longevity risk | Markov chain Monte Carlo | Sterblichkeit | Mortality | Risikomodell | Risk model | Risiko | Risk | Theorie | Theory | Monte-Carlo-Simulation | Monte Carlo simulation | Versicherungsmathematik | Actuarial mathematics | Markov-Kette | Markov chain | Lebensversicherung | Life insurance | Stochastischer Prozess | Stochastic process | Risikomanagement | Risk management | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks5020023 [DOI] hdl:10419/167918 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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