Risk Assessment and Impact Assessment in Life Annuity Business

Autor:	Ermanno Pitacco
Rok vydání:	2020
Předmět:	Structure (mathematical logic) Actuarial science Computer science Impact assessment Life annuity Portfolio Specific model Construct (philosophy) Risk assessment Implementation
Zdroj:	Springer Actuarial ISBN: 9783030498511
DOI:	10.1007/978-3-030-49852-8_7
Popis:	Following the structure adopted in Sect. 6.1, we define all the quantities needed to construct a specific model for a life annuity portfolio, in the framework proposed in Sect. 4.4.3. We then illustrate various implementations of the model, aiming at impact assessment.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::0d9f6db1ae29abc44b4bc6c8e38a6e32 https://doi.org/10.1007/978-3-030-49852-8_7 Zobrazit plný text záznamu