Efficient approximations for numbers of survivors in the Lee–Carter model
Year of publication: |
2014
|
---|---|
Authors: | Gbari, Samuel ; Denuit, Michel |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 59.2014, C, p. 71-77
|
Publisher: |
Elsevier |
Subject: | Life annuity | Mortality projection | Lee–Carter model | Comonotonicity | Supermodular order | Increasing directionally convex order | Risk measures |
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