Modeling longevity risk with generalized dynamic factor models and vine-copulae
By Helena Chuliá, Montserrat Guillén and Jorge M. Uribe
| Year of publication: |
2016
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|---|---|
| Authors: | Chuliá, Helena ; Guillén, Montserrat ; Uribe, Jorge |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 46.2016, 1, p. 165-190
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| Subject: | Longevity | mortality forecasting | factor models | vine-copulae | value-at-risk | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Theorie | Theory | Risikomaß | Risk measure | Faktorenanalyse | Factor analysis | Risiko | Risk | Lebensversicherung | Life insurance | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2015.21 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011485145