Modeling multicountry longevity risk with mortality dependence : a Lévy subordinated hierarchical archimedean copulas approach
Wenjun Zhu, Ken Seng Tan, Chou-Wen Wang
| Year of publication: |
April 2017
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| Authors: | Zhu, Wenjun ; Ken Seng Tan ; Wang, Chou-Wen |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 84.2017, S1, p. 477-493
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| Subject: | Sterblichkeit | Mortality | Risikomanagement | Risk management | Multivariate Verteilung | Multivariate distribution | Mehrebenenanalyse | Multi-level analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/jori.12198 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011685213