Longevity trend risk over limited time horizons
Stephen J. Richards, Iain D. Currie, Torsten Kleinow and Gavin P. Ritchie
| Year of publication: |
2020
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|---|---|
| Authors: | Richards, Stephen J. ; Currie, Iain D. ; Kleinow, Torsten ; Ritchie, Gavin P. |
| Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press, ISSN 1748-5002, ZDB-ID 2418917-0. - Vol. 14.2020, 2, p. 262-277
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| Subject: | Conditional tail expectation | Deferred annuity | Immediate annuity | Index products | Longevity trend risk | ORSA | Solvency II | Value-at-risk | Sterblichkeit | Mortality | Risikomaß | Risk measure | Lebensversicherung | Life insurance | Altersvorsorge | Retirement provision | Risiko | Risk | Risikomodell | Risk model | Risikomanagement | Risk management | Private Altersvorsorge | Private retirement provision |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S174849952000007X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012307355