Stochastic approximations in CBD mortality projection models
type: Item
instance of: scholarly article
title: Stochastic approximations in CBD mortality projection models
zbMATH Open document ID: 1331.91096
author: Samuel Gbari
author: Michel Denuit
published in: Journal of Computational and Applied Mathematics
publication date: 2015-12-21T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6522804
zbMATH Keywords: mortality projection models
zbMATH Keywords: comonotonicity
zbMATH Keywords: supermodular order
zbMATH Keywords: increasing directionally convex order
zbMATH Keywords: increasing convex order
zbMATH Keywords: risk measures
MaRDI profile type: Publication
full work available at URL: j.cam.2015.09.020
OpenAlex ID: W1798332369
cites work: Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection
cites work: Comonotonic approximations to quantiles of life annuity conditional expected present value
cites work: Comonotonic Approximations to Quantiles of Life Annuity Conditional Expected Present Values: Extensions to General Arima Models and Comparison with the Bootstrap
cites work: Efficient approximations for numbers of survivors in the Lee-Carter model
cites work: Annuity Uncertainty with Stochastic Mortality and Interest Rates
cites work: The CBD Mortality Indexes: Modeling and Applications
cites work: A General Procedure for Constructing Mortality Models
cites work: Stochastic orders
DOI: 10.1016/J.CAM.2015.09.020
description: scientific article; zbMATH DE number 6522804