Modelling mortality dependence : an application of dynamic vine copula

Rui Zhou, Min Ji

Year of publication:	2021
Authors:	Rui, Zhou ; Ji, Min
Published in:	Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 99.2021, p. 241-255
Subject:	Longevity hedge \| Mortality dependence \| Multi-population mortality modelling \| Time-varying dependence \| Vine copula \| Sterblichkeit \| Mortality \| Multivariate Verteilung \| Multivariate distribution \| Prognoseverfahren \| Forecasting model \| Zeitreihenanalyse \| Time series analysis

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