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Safety margins for unsystematic biometric risk in life and health insurance

Erstveröffentlichung
2013
Authors
Christiansen, Marcus C.
Wissenschaftlicher Artikel


Published in
Scandinavian Actuarial Journal ; 2013 (2013), 4. - S. 286-323. - ISSN 0346-1238
Link to publication
https://dx.doi.org/10.1080/03461238.2011.618545
Faculties
Fakultät für Mathematik und Wirtschaftswissenschaften
Institutions
Institut für Versicherungswissenschaften
Subject headings
[Free subject headings]: implicit risk loading | valuation basis of first order | functional delta method | top-down approach | Hattendorf's Theorem
[DDC subject group]: DDC 300 / Social sciences | DDC 510 / Mathematics

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