*0011463053
*008081105s2008    xx#           000 0 eng
*019  $bk
*08230$a304.640151
*100  $aCairns, Andrew J.G.$uHeriot-Watt University, Maxwell Institute for Mathematical Sciences, and Actuarian Mathematics and Statistics, Edinburgh, UK ; a.j.g.cairns@hotmail.co.uk$_162275900
*245  $aModelling and management of mortality risk: a review
*300  $aS. [79]-113 : ill.
*500  $aVitenskapelig artikkel
*5208 $aInneholder sammendrag
*650  $aDødelighet$2norart$_78820500
*650  $aMatematiske modeller$2norart$_26742100
*650  $aStatistiske modeller$2norart$_120308100
*653  $aSCOR market model$9eng$_162276000
*653  $acohort effect$9eng$_162276100
*653  $amarket models$9eng$_162276200
*653  $amortality swaps$9eng$_162276300
*653  $amortality-linked securities$9eng$_162276400
*653  $aq-forwards$9eng$_162276500
*653  $ashort-rate models$9eng$_162276600
*653  $astochastic mortality models$9eng$_162276700
*700  $aBlake, David;$uCass Business School, Pensions Institute, London, UK$_162276800
*700  $aDowd, Kevin$uNottingham University Business School, Centre for Risk & Insurance Studies, Nottingham, UK$_162276900
*773  $tScandinavian actuarial journal$gNo. 2/3 (2008)$x0346-1238$w(NO-LaBS)941286(tnr)
*8564 $uhttps://doi.org/10.1080/03461230802173608
*999  $z800438779$anorart:800438779
^