A partial internal model for longevity risk

Soren Fiig Jarner; Thomas Moller

doi:10.1080/03461238.2013.836561

A partial internal model for longevity risk

Soren Fiig Jarner, Thomas Moller

Institut for Matematiske Fag

7 Citationer (Scopus)

Originalsprog	Engelsk
Tidsskrift	Scandinavian Actuarial Journal
Vol/bind	2015
Udgave nummer	4
Sider (fra-til)	352-382
ISSN	0346-1238
DOI	https://doi.org/10.1080/03461238.2013.836561
Status	Udgivet - 19 maj 2015

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10.1080/03461238.2013.836561

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title = "A partial internal model for longevity risk",

keywords = "systematic and unsystematic risk, mortality, Solvency 2, longevity stress, Danish longevity benchmark",

author = "Jarner, {Soren Fiig} and Thomas Moller",

year = "2015",

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doi = "10.1080/03461238.2013.836561",

language = "English",

volume = "2015",

pages = "352--382",

journal = "Scandinavian Actuarial Journal",

issn = "0346-1238",

publisher = "Taylor & Francis Scandinavia",

number = "4",

}

TY - JOUR

T1 - A partial internal model for longevity risk

AU - Jarner, Soren Fiig

AU - Moller, Thomas

PY - 2015/5/19

Y1 - 2015/5/19

KW - systematic and unsystematic risk

KW - mortality

KW - Solvency 2

KW - longevity stress

KW - Danish longevity benchmark

U2 - 10.1080/03461238.2013.836561

DO - 10.1080/03461238.2013.836561

M3 - Journal article

SN - 0346-1238

VL - 2015

SP - 352

EP - 382

JO - Scandinavian Actuarial Journal

JF - Scandinavian Actuarial Journal

IS - 4

ER -

A partial internal model for longevity risk

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