D’Amato, Valeria; Haberman, Steven; Piscopo, Gabriella; … - In: Insurance: Mathematics and Economics 51 (2012) 3, pp. 694-701
trends affecting different age groups at different times. From a statistical point of view, this indicates a dependence … structure. Also the dependence between ages is an important component in the modeling of mortality (Barrieu et al., 2011). It is … to be high (as noted in Denton et al., 2005). This suggests that there is value in exploring the dependence structure …