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Applied Robust Performance Analysis for Actuarial Applications
distribution p0(k) from the recent static mortality table under the Internal Revenue Code ([2], Appendix ... estimates of the expected payoff if the true mortality distribution deviates from p0(k). Figure 1 shows ...- Authors: Qihe Tang, Zhongyi Yuan
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods
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Applied Robust Performance Analysis for Actuarial Applications Presentation
represent the time-until-death of a couple. The mortality of X is well understood marginally, and the same ... same is true for Y, but the joint mortality might be less certain. This example is considered in Section ...- Authors: Qihe Tang, Zhongyi Yuan
- Date: Nov 2016
- Competency: Technical Skills & Analytical Problem Solving
- Topics: Modeling & Statistical Methods>Value at risk - Modeling & Statistical Methods