Bayesian value-at-risk backtesting: the case of annuity pricing (Q2030319)
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scientific article; zbMATH DE number 7355889
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian value-at-risk backtesting: the case of annuity pricing |
scientific article; zbMATH DE number 7355889 |
Statements
Bayesian value-at-risk backtesting: the case of annuity pricing (English)
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7 June 2021
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decision analysis
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value-at-risk
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backtesting
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Bayesian framework
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longevity risk
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0.8621539
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0.8570403
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0.85496664
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0.85481495
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0.8408744
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0.83998716
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