Semicoherent multipopulation mortality modeling : the impact on longevity risk securitization
Johnny Siu-Hang Li, Wai-Sum Chan, Rui Zhou
| Year of publication: |
September 2017
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|---|---|
| Authors: | Li, Johnny Siu-Hang ; Chan, Wai-Sum ; Zhou, Rui |
| 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, 3, p. 1025-1065
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| Subject: | vector threshold autoregressive process | England | Wales | Männer | Men | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | USA | United States | 1901–2010 |