Showing 1 - 10 of 42
Persistent link: https://www.econbiz.de/10010433248
Persistent link: https://www.econbiz.de/10011627706
Persistent link: https://www.econbiz.de/10011791805
The prototypical Lee-Carter mortality model is characterized by a single common time factor that loads differently across age groups. In this paper, we propose a parametric factor model for the term structure of mortality where multiple factors are designed to influence the age groups...
Persistent link: https://www.econbiz.de/10012025646
Persistent link: https://www.econbiz.de/10001338809
Persistent link: https://www.econbiz.de/10000627888
Persistent link: https://www.econbiz.de/10002685057
Persistent link: https://www.econbiz.de/10002636128
Persistent link: https://www.econbiz.de/10001899970
Persistent link: https://www.econbiz.de/10001846702