Worst-case actuarial calculations consistent with single- and multiple-decrement life tables

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      <subfield code="a">Christiansen, Marcus C.</subfield>
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      <subfield code="a">Worst-case actuarial calculations consistent with single- and multiple-decrement life tables</subfield>
      <subfield code="c">Marcus C. Christiansen, Michel M. Denuit</subfield>
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      <subfield code="a">The present work complements the recent paper by Barz and Müller (2012). Specifically, upper and lower bounds are derived for the force of mortality when one-year death probabilities are given, assuming a monotonic, convex or concave shape. Based on these bounds, worst-case scenarios are derived depending on the mix of benefits in the case of survival and of death comprised in a specific insurance policy.</subfield>
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      <subfield code="t">Insurance : mathematics and economics</subfield>
      <subfield code="d">Oxford : Elsevier, 1990-</subfield>
      <subfield code="x">0167-6687</subfield>
      <subfield code="g">07/01/2013 Volumen 52 Número 1  - enero 2013 </subfield>
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