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Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods

Giovanni Rabitti, Emanuele Borgonovo

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Source: Crossref

Published: Nov 1, 2020

DOI: 10.1016/j.insmatheco.2020.09.001

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Is mortality or interest rate the most important risk in annuity models? A comparison of sensitivity analysis methods — Mathematical Frontier Network