Comonotonic approximations to quantiles of life annuity conditional expected present values : extensions to general arima models and comparison with the bootstrap
Contenido multimedia no disponible por derechos de autor o por acceso restringido. Contacte con la institución para más información.
| Tag | 1 | 2 | Valor |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20150027047 | ||
| 003 | MAP | ||
| 005 | 20150911144836.0 | ||
| 008 | 150805e20100503esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20120023062$aDenuit, M. | |
| 245 | 1 | 0 | $aComonotonic approximations to quantiles of life annuity conditional expected present values$b: extensions to general arima models and comparison with the bootstrap$cM. Denuit, S. Haberman, A.E. Renshaw |
| 520 | $aThis paper aims to provide accurate approximations for the quantiles of the conditional expected present value of the payments made by the annuity provider, given the future path of the Lee-Carter time index. Conditional cohort and period life expectancies are also considered. The paper also addresses some associated simulation issues, which, hitherto, have been unresolved. | ||
| 773 | 0 | $wMAP20077000420$tAstin bulletin$dBelgium : ASTIN and AFIR Sections of the International Actuarial Association$x0515-0361$g03/05/2010 Volumen 40 Número 1 - mayo 2010 , p. 331-349 |