Measuring demographic uncertainty via actuarial indexes

Recent Advances in Stochastic Modeling and Data Analysis

Volumn , Issue , 2007, Pages 122-129

  Coppola, Mariarosaria ^a   Lorenzo, Eniilia Di ^a   Orlando, Albina ^b   Sibillo, Marilena ^c  

^a UNIVERSITY OF NAPLES FEDERICO II   (Italy)

^b CNR   (Italy)

^c UNIVERSITY OF SALERNO   (Italy)

Author keywords

Longevity risk; Risk index; Value at risk

Indexed keywords

INVESTMENTS; POPULATION STATISTICS; RISK PERCEPTION; UNCERTAINTY ANALYSIS; VALUE ENGINEERING;

LONGEVITY RISKS; MORTALITY RATE; RISK DRIVERS; RISK FILTERS; RISK INDICES; RISK SOURCES; VALUE AT RISK;

RISK ASSESSMENT;

EID: 81255136974     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1142/9789812709691_0015     Document Type: Chapter

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