Longevity trend risk over limited time horizons
Stephen J. Richards, Iain D. Currie, Torsten Kleinow and Gavin P. Ritchie
| Year of publication: |
2020
|
|---|---|
| Authors: | Richards, Stephen J. ; Currie, Iain D. ; Kleinow, Torsten ; Ritchie, Gavin P. |
| Subject: | Conditional tail expectation | Deferred annuity | Immediate annuity | Index products | Longevity trend risk | ORSA | Solvency II | Value-at-risk | Sterblichkeit | Mortality | Risiko | Risk | Risikomaß | Risk measure | Risikomodell | Risk model | Lebensversicherung | Life insurance | Risikomanagement | Risk management | Altersvorsorge | Retirement provision | 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