Modeling mortality with jumps : applications to mortality securitization
Year of publication: |
2009
|
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Authors: | Chen, Hua ; Cox, Samuel H. |
Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 410673-8. - Vol. 76.2009, 3, p. 727-751
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Subject: | Sterblichkeit | Mortality | Prognoseverfahren | Forecasting model | Verbriefung | Securitization | Modellierung | Scientific modelling | USA | United States |
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