Consistent dynamic affine mortality models for longevity risk applications
Craig Blackburn; Michael Sherris
| Year of publication: |
2013
|
|---|---|
| Authors: | Blackburn, Craig ; Sherris, Michael |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 1, p. 64-73
|
| Subject: | Sterblichkeit | Mortality | Risikomodell | Risk model | Lebensversicherung | Life insurance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009785421