Comonotonic approximations to quantiles of life annuity conditional expected present value (Q998302)

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scientific article; zbMATH DE number 5499606
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English
Comonotonic approximations to quantiles of life annuity conditional expected present value
scientific article; zbMATH DE number 5499606

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    Comonotonic approximations to quantiles of life annuity conditional expected present value (English)
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    28 January 2009
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    life annuity
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    mortality projection
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    Lee-Carter model
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    comonotonicity
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    risk measures
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