A partial internal model for longevity risk
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
A partial internal model for longevity risk. / Jarner, Soren Fiig; Moller, Thomas.
In: Scandinavian Actuarial Journal, Vol. 2015, No. 4, 19.05.2015, p. 352-382.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Jarner, SF & Moller, T 2015, 'A partial internal model for longevity risk', Scandinavian Actuarial Journal, vol. 2015, no. 4, pp. 352-382. https://doi.org/10.1080/03461238.2013.836561
APA
Jarner, S. F., & Moller, T. (2015). A partial internal model for longevity risk. Scandinavian Actuarial Journal, 2015(4), 352-382. https://doi.org/10.1080/03461238.2013.836561
Vancouver
Jarner SF, Moller T. A partial internal model for longevity risk. Scandinavian Actuarial Journal. 2015 May 19;2015(4):352-382. https://doi.org/10.1080/03461238.2013.836561
Author
Bibtex
@article{f788caf852f94f9a88dce55442c07e75,
title = "A partial internal model for longevity risk",
keywords = "systematic and unsystematic risk, mortality, Solvency 2, longevity stress, Danish longevity benchmark",
author = "Jarner, {Soren Fiig} and Thomas Moller",
year = "2015",
month = may,
day = "19",
doi = "10.1080/03461238.2013.836561",
language = "English",
volume = "2015",
pages = "352--382",
journal = "Scandinavian Actuarial Journal",
issn = "0346-1238",
publisher = "Taylor & Francis Scandinavia",
number = "4",
}
RIS
TY - JOUR
T1 - A partial internal model for longevity risk
AU - Jarner, Soren Fiig
AU - Moller, Thomas
PY - 2015/5/19
Y1 - 2015/5/19
KW - systematic and unsystematic risk
KW - mortality
KW - Solvency 2
KW - longevity stress
KW - Danish longevity benchmark
U2 - 10.1080/03461238.2013.836561
DO - 10.1080/03461238.2013.836561
M3 - Journal article
VL - 2015
SP - 352
EP - 382
JO - Scandinavian Actuarial Journal
JF - Scandinavian Actuarial Journal
SN - 0346-1238
IS - 4
ER -
ID: 161367536