EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"bivariate mortality"
Narrow search

Narrow search

Year of publication
Subject
All
bivariate mortality 1 copula functions 1 longevity risk 1 stochastic mortality 1
Online availability
All
Free 1
Type of publication
All
Book / Working Paper 1
Language
All
English 1
Author
All
Luciano, Elisa 1 Spreeuw, Jaap 1 Vigna, Elena 1
Institution
All
Collegio Carlo Alberto, Università degli Studi di Torino 1
Published in...
All
Carlo Alberto Notebooks 1
Source
All
RePEc 1
Showing 1 - 1 of 1
Cover Image
Modelling stochastic mortality for dependent lives
Luciano, Elisa; Spreeuw, Jaap; Vigna, Elena - Collegio Carlo Alberto, Università degli Studi di Torino - 2007
Stochastic mortality, i.e. modelling death arrival via a jump process with stochastic intensity, is gaining increasing reputation as a way to rep- resent mortality risk. This paper represents a .rst attempt to model the mortality risk of couples of individuals, according to the stochastic inten-...
Persistent link: https://www.econbiz.de/10005094084
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...