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Comonotonic bounds on the survival probabilities in the Lee-Carter model for mortality projections
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Document type | Document de travail (Working Paper) |
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Publication date | 2005 |
Language | Anglais |
Collection | ACTU Working Paper - 2005-20 |
Affiliation | UCL - EUEN/STAT - Institut de statistique |
Links |
Bibliographic reference | Denuit, Michel ; Dhaene, J.. Comonotonic bounds on the survival probabilities in the Lee-Carter model for mortality projections. ACTU Working Paper ; 2005-20 (2005) |
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Permanent URL | http://hdl.handle.net/2078.1/115736 |