Age-specific copula-AR-GARCH mortality models
Tzuling Lin; Chou-Wen Wang; Cary Chi-Liang Tsai
| Year of publication: |
2015
|
|---|---|
| Authors: | Lin, Tzuling ; Wang, Chou-Wen ; Tsai, Cary Chi-Liang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 61.2015, p. 110-124
|
| Subject: | Stochastic mortality model | AR-GARCH | Copula | Mortality dependence | Lee-Carter model | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process | Multivariate Verteilung | Multivariate distribution | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics | Prognoseverfahren | Forecasting model |