Worst-case actuarial calculations consistent with single- and multiple-decrement life tables

DOI10.1016/J.INSMATHECO.2012.10.002zbMath1291.91101OpenAlexW2066056955MaRDI QIDQ2252273

Marcus C. Christiansen, Michel M. Denuit

Publication date: 16 July 2014

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/DP_2012_27_denuit.pdf

zbMATH Keywords

life insurancefractional age assumptionsmultistate modelsfirst-order life tables

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)

This page was built for publication: Worst-case actuarial calculations consistent with single- and multiple-decrement life tables