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Search: subject:"term structure of mortality"
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Mortality
2
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cointegration
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factor modelling
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mortality forecasting
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term structure of mortality
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Haldrup, Niels
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Rosenskjold, Carsten P. T.
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Carannante, Maria
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D'Amato, Valeria
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Haberman, Steven
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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COVID-19 accelerated mortality shocks and the impact on life insurance : the Italian situation
Carannante, Maria
;
D'Amato, Valeria
;
Haberman, Steven
- In:
Annals of actuarial science : publ. by the Institute of …
16
(
2022
)
3
,
pp. 478-497
Persistent link: https://www.econbiz.de/10013469920
Saved in:
2
A parametric factor model of the
term
structure
of
mortality
Haldrup, Niels
;
Rosenskjold, Carsten P. T.
- In:
Econometrics
7
(
2018
)
1
,
pp. 1-22
across age groups. In this paper, we propose a parametric factor model for the
term
structure
of
mortality
where multiple …
Persistent link: https://www.econbiz.de/10012696224
Saved in:
3
A parametric factor model of the
term
structure
of
mortality
Haldrup, Niels
;
Rosenskjold, Carsten P. T.
- In:
Econometrics : open access journal
7
(
2019
)
1/9
,
pp. 1-22
across age groups. In this paper, we propose a parametric factor model for the
term
structure
of
mortality
where multiple …
Persistent link: https://www.econbiz.de/10012025646
Saved in:
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