The heat wave model for constructing two-dimensional mortality improvement scales with measures of uncertainty
Johnny Siu-Hang Li, Yanxin Liu
| Year of publication: |
2020
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|---|---|
| Authors: | Li, Johnny Siu-Hang ; Liu, Yanxin |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 93.2020, p. 1-26
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| Subject: | Cohort effects | Longevity risk | Mortality heat maps | Mortality improvement rates | Stochastic mortality modeling | Sterblichkeit | Mortality | Risikomodell | Risk model | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Kohortenanalyse | Cohort analysis | Risiko | Risk | Lebensversicherung | Life insurance | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.04.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012294047