A step-by-step guide to building two-population stochastic mortality models
Johnny Siu-Hang Li; Rui Zhou; Mary Hardy
| Year of publication: |
2015
|
|---|---|
| Authors: | Li, Johnny Siu-Hang ; Zhou, Rui ; Hardy, Mary |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 63.2015, p. 121-134
|
| Subject: | Index-based longevity hedges | Population basis risk | Coherent mortality forecasting | Selection of mortality models | Evaluation of mortality models | Sterblichkeit | Mortality | Risikomodell | Risk model | Prognoseverfahren | Forecasting model | Stochastischer Prozess | Stochastic process | Hedging | Risiko | Risk | Versicherungsmathematik | Actuarial mathematics |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011349845