Mortality modeling with non-Gaussian innovations and applications to the valuation of longevity swaps
Year of publication: |
2013
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Authors: | Wang, Chou-wen ; Huang, Hong-chih ; Liu, I-chien |
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. 80.2013, 3, p. 775-797
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Subject: | England | Wales | Sterblichkeit | Mortality | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Frankreich | France | Italien | Italy | 1900-2009 |
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