A partial internal model for longevity risk
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| 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