A partial internal model for longevity risk

Soren Fiig Jarner, Thomas Moller

7 Citations (Scopus)
Original languageEnglish
JournalScandinavian Actuarial Journal
Volume2015
Issue number4
Pages (from-to)352-382
ISSN0346-1238
DOIs
Publication statusPublished - 19 May 2015

Keywords

  • systematic and unsystematic risk
  • mortality
  • Solvency 2
  • longevity stress
  • Danish longevity benchmark

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