Modeling longevity risks using a principal component approach : a comparison with existing stochastic mortality models
Sharon S. Yang; Jack C. Yue; Hong-Chih Huang
| Year of publication: |
2010
|
|---|---|
| Authors: | Yang, Sharon S. ; Yue, Jack C. ; Huang, Hong-chih |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 46.2010, 1, p. 254-270
|
| Subject: | Sterblichkeit | Mortality | Risikomodell | Risk model | Stochastischer Prozess | Stochastic process | Versicherungsmathematik | Actuarial mathematics | Prognoseverfahren | Forecasting model | Theorie | Theory | Vergleich | Comparison |
| 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/10003953374