Stochastic mortality models: an infinite-dimensional approach
Year of publication: |
2014
|
---|---|
Authors: | Tappe, Stefan ; Weber, Stefan |
Published in: |
Finance and Stochastics. - Springer. - Vol. 18.2014, 1, p. 209-248
|
Publisher: |
Springer |
Subject: | Mortality | Longevity | Forward mortality | Heath–Jarrow–Morton | Mortality improvements | Dynamic point processes | Stochastic partial differential equations (SPDEs) |
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