Search Results - subject:"multi-cohort"

Age-dependent multi-cohort affine mortality model with cohort correlation

Zhou, Yuxin; Garces, Len Patrick; Shen, Yang; Sherris, … - 2023

Persistent link: https://www.econbiz.de/10014458816

Longevity modelling and pricing under a dependent multi-cohort framework

Zeddouk, Fadoua; Devolder, Pierre - In: Risks 8 (2020) 4, pp. 1-23

We propose a multi-cohort model that is able to capture the mortality correlation between different cohorts. The model … Sharpe approaches, allowing to cover the global multi-cohort longevity risk. We give numerical illustrations for Belgian …

Persistent link: https://www.econbiz.de/10013200654

Longevity modelling and pricing under a dependent multi-cohort framework

Zeddouk, Fadoua; Devolder, Pierre - In: Risks : open access journal 8 (2020) 4/121, pp. 1-23

Persistent link: https://www.econbiz.de/10012390832

Continuous-time multi-cohort mortality modelling with affine processes

Xu, Yajing; Sherris, Michael; Ziveyi, Jonathan - In: Scandinavian actuarial journal 2020 (2020) 6, pp. 526-552

Persistent link: https://www.econbiz.de/10012262753

Growth Overfishing: The Race to Fish Extends to the Dimension of Size

Diekert, Florian - In: Environmental & Resource Economics 52 (2012) 4, pp. 549-572

Persistent link: https://www.econbiz.de/10010862755