Modelling mortality dependence with regime-switching copulas
By Zhou Rui
| Year of publication: |
2019
|
|---|---|
| Authors: | Rui, Zhou |
| Published in: |
Astin bulletin : the journal of the International Actuarial Association. - Cambridge : Cambridge University Press, ISSN 0515-0361, ZDB-ID 419201-1. - Vol. 49.2019, 2, p. 373-407
|
| Subject: | Mortality dependence | R-vine copula | regime-switching | longevity risk | S-forward | Sterblichkeit | Mortality | Multivariate Verteilung | Multivariate distribution | Markov-Kette | Markov chain | Risikomanagement | Risk management | Prognoseverfahren | Forecasting model | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/asb.2019.10 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012056596