Comonotonic approximations to quantiles of life annuity...

Enlace persistente
MARCXML Dublin Core RDF MODS Cita bibliográfica BibTeX SWAP METS
 

Imagen del registro

Artículos Artículos Comonotonic approximations to quantiles of life annuity conditional expected present values : extensions to general... - Denuit, M.

Colección: Artículos

Título: Comonotonic approximations to quantiles of life annuity conditional expected present values : extensions to general arima models and comparison with the bootstrap / M. Denuit, S. Haberman, A.E. Renshaw

Autor: Denuit, M. Icono con lupa

Notas: Sumario: This paper aims to provide accurate approximations for the quantiles of the conditional expected present value of the payments made by the annuity provider, given the future path of the Lee-Carter time index. Conditional cohort and period life expectancies are also considered. The paper also addresses some associated simulation issues, which, hitherto, have been unresolved.

Otras clasificaciones: 6

Derechos: In Copyright (InC): http://rightsstatements.org/vocab/InC/1.0/

Ver detalle del número Ver detalle del número