Stochastic Mortality : The Impact on Target Capital
Year of publication: |
2015
|
---|---|
Authors: | Olivieri, Annamaria |
Other Persons: | Pitacco, Ermanno (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Series: | CAREFIN Research Paper ; No. 15/08 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 13, 2008 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A bibliometric analysis of research on stochastic mortality modelling and forecasting
Redzwan, Norkhairunnisa, (2022)
-
Gaussian process models for mortality rates and improvement factors
Ludkovski, Mike, (2018)
-
Bayesian Poisson log-bilinear mortality projections
Czado, Claudia, (2004)
- More ...
-
Frailty and risk classification for life annuity portfolios
Olivieri, Annamaria, (2016)
-
Assessing the cost of capital for longevity risk
Olivieri, Annamaria, (2008)
-
Forecasting mortality for small populations by mixing mortality data
Ahcan, Ales, (2014)
- More ...