OpenAlex | 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

Work

Year: 2006

Type: article

Source: Journal of Computational and Applied Mathematics

Authors Michel Denuit, Jan Dhaene

Institutions UCLouvain, KU Leuven

Cites: 16

Cited by: 39

Related to: 10

FWCI: 12.71

Citation percentile (by year/subfield): 96.49

Topic: Insurance, Mortality, Demography, Risk Management

Subfield: Demography

Field: Social Sciences

Domain: Social Sciences

Sustainable Development Goal Good health and well-being

Open Access status: closed