A partial internal model for longevity risk

Soren Fiig Jarner, Thomas Moller

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

13 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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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",

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AU - Jarner, Soren Fiig

AU - Moller, Thomas

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KW - systematic and unsystematic risk

KW - mortality

KW - Solvency 2

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JO - Scandinavian Actuarial Journal

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