A Value-at-Risk framework for longevity trend risk ‐ Abstract of the Edinburgh discussion
Stephen Richards
British Actuarial Journal, 2014, vol. 19, issue 1, 140-156
Abstract:
This abstract relates to the following paper:RichardsS. J., CurrieI. D. and RitchieG. P.A Value-at-Risk framework for longevity trend risk.British Actuarial Journal, doi:10.1017/S1357321712000342
Date: 2014
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