Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (Q875166)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection |
scientific article; zbMATH DE number 5141775
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection |
scientific article; zbMATH DE number 5141775 |
Statements
Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection (English)
0 references
11 April 2007
0 references
mortality projection
0 references
comonotonicity
0 references
risk measure
0 references
stop-loss order
0 references
0 references
0 references
0 references
0.87293863
0 references
0.8673723
0 references
0.8657205
0 references
0.8655167
0 references
0.86063373
0 references
0.8550192
0 references
0.8534209
0 references
0.85311526
0 references
0 references
