Frailty-based mortality models and reserving for longevity risk
Year of publication: |
2024
|
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Authors: | Carannante, Maria ; D'Amato, Valeria ; Haberman, Steven ; Menzietti, Massimiliano |
Published in: |
The Geneva papers on risk and insurance - issues and practice. - Basingstoke : Palgrave Macmillan, ISSN 1468-0440, ZDB-ID 2063785-8. - Vol. 49.2024, 2, p. 320-339
|
Subject: | Adverse selection | Frailty | Stochastic mortality modelling | Risikomodell | Risk model | Sterblichkeit | Mortality | Adverse Selektion | Lebensversicherung | Life insurance | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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