Bringing parametric mortality indexes to practice : a generalized CBD model with stochastic socioeconomic differentials in mortality improvements
Year of publication: |
2024
|
---|---|
Authors: | Zhou, Kenneth Q. ; Li, Johnny S.-H. ; Lyu, Pintao |
Published in: |
The Geneva papers on risk and insurance - issues and practice. - Basingstoke : Palgrave Macmillan, ISSN 1468-0440, ZDB-ID 2063785-8. - Vol. 49.2024, 2, p. 295-319
|
Subject: | Co-integration | Coherence | Index-based longevity hedges | The CBD model |
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