Lévy CARMA models for shocks inmortality
Year of publication: |
2019
|
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Authors: | Hitaj, Asmerilda ; Mercuri, Lorenzo ; Rroji, Edit |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 42.2019, 1, p. 205-227
|
Subject: | Force of mortality | CARMA(p,q) model | Lévy process | Theorie | Theory | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process | Schock | Shock |
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