Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts
type: Item
instance of: scholarly article
title: Longevity risk and the Grim Reaper's toxic tail: The survivor fan charts
zbMATH Open document ID: 1141.91485
author: David Blake
author: Kevin Dowd
author: Andrew J. G. Cairns
published in: Insurance Mathematics \& Economics
publication date: 2008-06-25T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5292545
zbMATH Keywords: Cairns-Blake-Dowd model
zbMATH Keywords: mortality
zbMATH Keywords: fan charts
zbMATH Keywords: longevity risk
zbMATH Keywords: survival rates
zbMATH Keywords: toxic tail
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2008.01.003
OpenAlex ID: W2121384935
cites work: A discussion of parameter and model uncertainty in insurance
cites work: A Computationally Efficient Algorithm for Estimating the Distribution of Future Annuity Values Under Interest-Rate and Longevity Risks
cites work: Uncertainty in mortality projections: an actuarial perspective
cites work: On simulation-based approaches to risk measurement in mortality with specific reference to Poisson Lee-carter modelling
DOI: 10.1016/J.INSMATHECO.2008.01.003
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description: scientific article; zbMATH DE number 5292545