Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Crunching Mortality and Life Insurance Portfolios with extended
  CreditRisk+   Using an extended version of the credit risk model CreditRisk+, we develop a
flexible framework with numerous applications amongst which we find stochastic
mortality modelling, forecasting of death causes as well as profit and loss
modelling of life insurance and annuity portfolios which can be used in
(partial) internal models under Solvency II. Yet, there exists a fast and
numerically stable algorithm to derive loss distributions exactly, even for
large portfolios. We provide various estimation procedures based on publicly
available data. Compared to the Lee-Carter model, we have a more flexible
framework, get tighter bounds and can directly extract several sources of
uncertainty. Straight-forward model validation techniques are available.

12
The categories of this paper are: nucl-th
4
The categories of this paper are: cond-mat
24
The categories of this paper are: dg-ga
6
The categories of this paper are: astro-ph
33
The categories of this paper are: plasm-ph
18
The categories of this paper are: econ
36
The categories of this paper are: cmp-lg
11
The categories of this paper are: hep-lat
9
The categories of this paper are: nlin
2
The categories of this paper are: math
13
The categories of this paper are: quant-ph
37
The categories of this paper are: supr-con
30
The categories of this paper are: q-alg
28
The categories of this paper are: alg-geom
19
The categories of this paper are: eess
32
The categories of this paper are: atom-ph