Stochastic Mortality: The Impact on Target Capital

DOI10.2143/AST.39.2.2044647zbMath1179.91108OpenAlexW3122615382MaRDI QIDQ3653510

Ermanno Pitacco, Annamaria Olivieri

Publication date: 22 December 2009

Published in: ASTIN Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2143/ast.39.2.2044647

zbMATH Keywords

life annuitiessolvencyinternal modelsrandom fluctuationsprocess risksystematic deviationsinsurance risk managementlongetivity risk

Mathematics Subject Classification ID

Stochastic models in economics (91B70) Mathematical geography and demography (91D20)

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Cites Work

• A bidimensional approach to mortality risk
• Solvency
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