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  • Search: subject:"minimum covariance pattern"
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Year of publication
Subject
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Olivier-Smith model 2 copulas 2 forward-rate mortality framework 2 longevity risk 2 minimum covariance pattern 2 Correlation 1 Forecasting model 1 Korrelation 1 Lebensversicherung 1 Life insurance 1 Mortality 1 Multivariate Verteilung 1 Multivariate distribution 1 Prognoseverfahren 1 Risikomanagement 1 Risikomodell 1 Risk management 1 Risk model 1 Sterblichkeit 1 Theorie 1 Theory 1
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Online availability
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Free 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article 1 Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 2
Author
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Alai, Daniel H. 2 Ignatieva, Ekaterina 2 Sherris, Michael 2
Published in...
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Risks 1 Risks : open access journal 1
Source
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ECONIS (ZBW) 1 EconStor 1
Showing 1 - 2 of 2
Cover Image
The investigation of a forward-rate mortality framework
Alai, Daniel H.; Ignatieva, Ekaterina; Sherris, Michael - In: Risks 7 (2019) 2, pp. 1-22
Stochastic mortality models have been developed for a range of applications from demographic projections to financial management. Financial risk based models built on methods used for interest rates and apply these to mortality rates. They have the advantage of being applied to financial pricing...
Persistent link: https://www.econbiz.de/10013200479
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Cover Image
The investigation of a forward-rate mortality framework
Alai, Daniel H.; Ignatieva, Ekaterina; Sherris, Michael - In: Risks : open access journal 7 (2019) 2/61, pp. 1-22
Stochastic mortality models have been developed for a range of applications from demographic projections to financial management. Financial risk based models built on methods used for interest rates and apply these to mortality rates. They have the advantage of being applied to financial pricing...
Persistent link: https://www.econbiz.de/10012018993
Saved in:
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