A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension
type: Item
instance of: scholarly article
title: A sensitivity analysis concept for life insurance with respect to a valuation basis of infinite dimension
zbMATH Open document ID: 1152.91573
author: Marcus C. Christiansen
published in: Insurance Mathematics \& Economics
publication date: 2009-01-28T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5499593
zbMATH Keywords: life insurance
zbMATH Keywords: variations in the technical basis
zbMATH Keywords: prospective reserve
zbMATH Keywords: sensitivity analysis
zbMATH Keywords: generalized gradient vector
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2007.07.005
OpenAlex ID: W2133301582
cites work: Q3773148
cites work: Q5536163
cites work: Q4309938
cites work: Q3723487
cites work: Markov Chain Models in Life Insurance
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cites work: Measuring the effect of mortality improvements on the cost of annuities
cites work: On the application of Thiele's differential equation in life insurance
cites work: Mathematische Methoden der Personenversicherung
cites work: Markov models and Thiele's integral equations for the prospective reserve
cites work: Lidstone in the continuous case
cites work: Uncertainty in mortality projections: an actuarial perspective
cites work: Addendum to ``A third-order optimum property of the maximum likelihood estimator''
cites work: The emergence of profit in life insurance
cites work: Q4514474
DOI: 10.1016/J.INSMATHECO.2007.07.005
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description: scientific article; zbMATH DE number 5499593