Huang, Zhiping; Sherris, Michael; Villegas, Andrés M.; … - In: Risks : open access journal 10 (2022) 9, pp. 1-28
Affine mortality models are well suited for theoretical and practical application in pricing and risk management of mortality risk. They produce consistent, closed-form stochastic survival curves allowing for the efficient valuation of mortality-linked claims. We model USA age-cohort mortality...
