Market Value of Liabilities Mortality Risk: A Practical Model

North American Actuarial Journal

Volumn 6, Issue 2, 2002, Pages 95-106

  van Broekhoven, Henk ^a  

^a ING Group   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 67650008124     PISSN: 10920277     EISSN: None     Source Type: Journal    
DOI: 10.1080/10920277.2002.10596046     Document Type: Article

References (2)

1. HARDY, M., and H. PANJER. 1998. "A Credibility Approach to Mortality Risk," ASTIN Bulletin 28(2): 269-83.
2. KENDALL and STUART. 1977. The Advanced Theory of Statistitics, Vol. 1. 4th ed. London: Charles Griffin.