The investigation of a forward-rate mortality framework
Year of publication: |
2019
|
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Authors: | Alai, Daniel H. ; Ignatieva, Ekaterina ; Sherris, Michael |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 7.2019, 2/61, p. 1-22
|
Subject: | longevity risk | Olivier-Smith model | forward-rate mortality framework | minimum covariance pattern | copulas | Sterblichkeit | Mortality | Multivariate Verteilung | Multivariate distribution | Theorie | Theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7020061 [DOI] hdl:10419/257899 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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