Multi-population mortality models : a factor copula approach
Hua Chen; Richard MacMinn; Tao Sun
| Year of publication: |
2015
|
|---|---|
| Authors: | Chen, Hua ; MacMinn, Richard D. ; Sun, Tao |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 63.2015, p. 135-146
|
| Subject: | Multi-population mortality model | Factor copulas | Maximum entropy principle | Mortality/longevity risk pricing | Mortality/longevity risk hedging | Sterblichkeit | Mortality | Multivariate Verteilung | Multivariate distribution | Entropie | Entropy | Risikomanagement | Risk management | Risiko | Risk | Hedging | Theorie | Theory | Risikomodell | Risk model |
| 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/10011349844