Showing 1 - 10 of 26
Persistent link: https://www.econbiz.de/10012803656
Persistent link: https://www.econbiz.de/10011474745
Persistent link: https://www.econbiz.de/10011489281
Persistent link: https://www.econbiz.de/10011797536
Persistent link: https://www.econbiz.de/10011818773
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/10012649238
Persistent link: https://www.econbiz.de/10012063970
Persistent link: https://www.econbiz.de/10012063977
Persistent link: https://www.econbiz.de/10012433994