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Volterra mortality model : actuarial valuation and risk management with long-range dependence
Wang, Ling; Chiu, Mei Choi; Wong, Hoi Ying - In: Insurance / Mathematics & economics 96 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012482737
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Time-consistent longevity hedging with long-range dependence
Wang, Ling; Wong, Hoi Ying - In: Insurance / Mathematics & economics 99 (2021), pp. 25-41
Persistent link: https://www.econbiz.de/10012649205
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Stochastic mortality dynamics driven by mixed fractional Brownian motion
Zhou, Hongjuan; Zhou, Kenneth Q.; Li, Xianping - In: Insurance / Mathematics & economics 106 (2022), pp. 218-238
Persistent link: https://www.econbiz.de/10013380522