A partial internal model for longevity risk
Research output: Contribution to journal › Journal article › Research › peer-review
Original language | English |
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Journal | Scandinavian Actuarial Journal |
Volume | 2015 |
Issue number | 4 |
Pages (from-to) | 352-382 |
ISSN | 0346-1238 |
DOIs | |
Publication status | Published - 19 May 2015 |
- systematic and unsystematic risk, mortality, Solvency 2, longevity stress, Danish longevity benchmark
Research areas
ID: 161367536