Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Balland, Fabrice"'
Publikováno v:
Ann. actuar. sci. 14 (2020) 420-444
In this paper, we discuss the impact of some mortality data anomalies on an internal model capturing longevity risk in the Solvency 2 framework. In particular, we are concerned with abnormal cohort effects such as those for generations 1919 and 1920,
Externí odkaz:
http://arxiv.org/abs/1803.00464
Autor:
Balland, Fabrice1, Boumezoued, Alexandre2 alexandre.boumezoued@milliman.com, Devineau, Laurent2, Habart, Marine1, Popa, Tom1
Publikováno v:
Annals of Actuarial Science. Sep2020, Vol. 14 Issue 2, p420-444. 25p.