Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (Q860503)
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scientific article; zbMATH DE number 5083231
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts |
scientific article; zbMATH DE number 5083231 |
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Evaluating the performance of Gompertz, Makeham and Lee-Carter mortality models for risk management with unit-linked contracts (English)
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9 January 2007
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mortality model
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stochastic modelling
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mortality forecasting
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quantile hedging
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unit-linked contracts
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risk management
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