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A partial internal model for longevity risk
Soren Fiig Jarner, Thomas Moller
Department of Mathematical Sciences
7
Citations (Scopus)
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Mathematics
Internal
61%
Mortality
50%
Partial
50%
Insurance
31%
Model
24%
Confidence Level
18%
Percentile
17%
Standard Model
16%
Horizon
15%
Sector
15%
Quantify
15%
Trends
14%
Benchmark
14%
Life
13%
Entire
12%
Framework
8%
Estimate
6%
Business & Economics
Longevity Risk
100%
Mortality
42%
Pension Insurance
20%
Portfolio Insurance
20%
Solvency
16%
Life Insurance
16%
Confidence
12%
Benchmark
11%