Stochastic portfolio specific mortality and the quantification of mortality basis risk
Year of publication: |
2009
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Authors: | Plat, Richard |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 45.2009, 1, p. 123-132
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Subject: | Sterblichkeit | Mortality | Pensionskasse | Pension fund | Risikomanagement | Risk management | Risikomaß | Risk measure | Versicherungsmathematik | Actuarial mathematics | Versicherung | Insurance | Monte-Carlo-Simulation | Monte Carlo simulation |
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