Applications of forward mortality factor models in life insurance practice
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20110065522 | ||
| 003 | MAP | ||
| 005 | 20111121112839.0 | ||
| 008 | 111110e20111003esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | $0MAPA20110028862$aZhu, Nan | ||
| 245 | 0 | 0 | $aApplications of forward mortality factor models in life insurance practice$cNan Zhu, Daniel Bauer |
| 520 | $aTwo of the most important challenges for the application of stochastic mortality models in life insurance practice are their complexity and their apparent incompatibility with classical life contingencies theory, wich provides the backbone of insurers' Electronic Data Processing systems | ||
| 650 | 1 | $0MAPA20080570590$aSeguro de vida | |
| 650 | 1 | $0MAPA20080603120$aProcesos estocásticos | |
| 650 | 1 | $0MAPA20080592011$aModelos actuariales | |
| 650 | 1 | $0MAPA20080555306$aMortalidad | |
| 700 | 1 | $0MAPA20080650254$aBauer, Daniel | |
| 773 | 0 | $wMAP20077100215$tGeneva papers on risk and insurance : issues and practice$dGeneva : The Geneva Association, 1976-$x1018-5895$g03/10/2011 Tomo 36 Número 4 - 2011 , p. 567-594 |