Real-time measurement of portfolio mortality levels in the presence of shocks and reporting delays
Year of publication: |
2022
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Authors: | Richards, Stephen J. |
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. 16.2022, 3, p. 430-452
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Subject: | COVID-19 | Nowcasting | OBNR | Seasonal variation | Coronavirus | Sterblichkeit | Mortality | Schock | Shock | Saisonale Schwankungen | Seasonal variations | Prognoseverfahren | Forecasting model | Theorie | Theory | Portfolio-Management | Portfolio selection | Zeit | Time |
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