Multi-population mortality modeling with Lévy processes
Petar Jevtić, Chengwei Qin, Hongjuan Zhou
| Year of publication: |
2023
|
|---|---|
| Authors: | Jevtić, Petar ; Qin, Chengwei ; Zhou, Hongjuan |
| Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 46.2023, 2, p. 583-609
|
| Subject: | Generalized linear models | Lévy process | Multi-population mortality model | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process | Theorie | Theory | Risikomodell | Risk model | Finanzmathematik | Mathematical finance |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-023-00400-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014443756