Computational framework for longevity risk management

DOI10.1007/s10287-013-0178-2zbMath1296.91151OpenAlexW2014357107MaRDI QIDQ744257

Gabriella Piscopo, Valeria D'Amato, Maria Russolillo, Steven Haberman

Publication date: 6 October 2014

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://openaccess.city.ac.uk/id/eprint/15898/1/CMSC-D-12-00023.pdf

zbMATH Keywords

bootstrap techniqueslongevity risk management

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20)

Related Items (2)

Multiple mortality modeling in Poisson Lee–Carter framework ⋮ The dependency premium based on a multifactor model for dependent mortality data

Uses Software

• Demography

Cites Work

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