Comonotonic approximations to quantiles of life annuity conditional expected present value

Author:

Denuit Michel

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference18 articles.

1. Demographic forecasting: 1980 to 2005 in review;Booth;International Journal of Forecasting,2006

2. Applying Lee–Carter under conditions of variable mortality decline;Booth;Population Studies,2002

3. Bootstrapping the Poisson log-bilinear model for mortality projection;Brouhns;Scandinavian Actuarial Journal,2005

4. A Poisson log-bilinear approach to the construction of projected lifetables;Brouhns;Insurance: Mathematics and Economics,2002

5. Measuring the longevity risk in mortality projections;Brouhns;Bulletin of the Swiss Association of Actuaries,2002

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