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Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection

Comonotonic bounds on the survival probabilities in the Lee--Carter model for mortality projection
descriptionPublicationkeyboard_double_arrow_right Article 01 Jun 2007 Netherlands English Publisher:Elsevier BVJournal:Journal of Computational and Applied Mathematics, volume 203, pages 169-176 (issn: 0377-0427, Copyright policy )
Authors: Denuit, M.; Dhaene, J.L.M.;

doi: 10.1016/j.cam.2006.03.015

handle: 11245/1.283825

Comonotonic bounds on the survival probabilities in the Lee–Carter model for mortality projection

Abstract

zbMATH Open Web Interface contents unavailable due to conflicting licenses.

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Netherlands
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Keywords

Applications of statistics to actuarial sciences and financial mathematics, risk measure, Computational Mathematics, 330, Applied Mathematics, stop-loss order, Survival analysis and censored data, Inequalities; stochastic orderings, mortality projection, comonotonicity, 510

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    popularity
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
28
Top 10%
Top 10%
Top 10%
Green
hybrid
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Netherlands Research Portal