Pricing longevity risk with the parametric bootstrap : a maximum entropy approach
Year of publication: |
2010
|
---|---|
Authors: | Li, Johnny Siu-Hang |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 47.2010, 2, p. 176-186
|
Subject: | Entropie | Entropy | Theorie | Theory | Sterblichkeit | Mortality | Bootstrap-Verfahren | Bootstrap approach |
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