Modeling and pricing longevity derivatives using Skellam distribution
Year of publication: |
2021
|
---|---|
Authors: | Kung, Ko-Lun ; Liu, I-Chien ; Wang, Chou-Wen |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 99.2021, p. 341-354
|
Subject: | Heavy tail | Longevity swaps | Mortality forecasting | Mortality modeling | Skellam distribution | Statistische Verteilung | Statistical distribution | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Theorie | Theory |
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