Market Value of Liabilities Mortality Risk

DOI10.1080/10920277.2002.10596046zbMath1084.62555OpenAlexW1492237257MaRDI QIDQ5715863

Henk van Broekhoven

Publication date: 5 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2002.10596046

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

Related Items (4)

Interpolativity of at-least and at-most models of monotone single-input single-output fuzzy rule bases ⋮ Stochastic portfolio specific mortality and the quantification of mortality basis risk ⋮ Interpolativity of at-least and at-most models of monotone fuzzy rule bases with multiple antecedent variables ⋮ Implication-based models of monotone fuzzy rule bases

Cites Work

• A Credibility Approach to Mortality Risk

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