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SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK - MaRDI portal

SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK (Q5398354)

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scientific article; zbMATH DE number 6262180
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English
SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK
scientific article; zbMATH DE number 6262180

    Statements

    title
    SAFE-SIDE SCENARIOS FOR FINANCIAL AND BIOMETRICAL RISK (English)
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    author
    Marcus C. Christiansen
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    Mogens Steffensen
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    publication date
    27 February 2014
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    zbMATH Keywords
    worst-case scenarios
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    interest and transition rates
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    first-order basis
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    capital requirement
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    91G10
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    91G50
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    90C39
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    60J75
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    zbMATH DE Number
    6262180
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    OpenAlex ID
    W3125447296
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    DOI
    10.1017/ASB.2013.16
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