Multidimensional Lee-Carter model with switching mortality processes (Q2427829): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.insmatheco.2011.11.003
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+W2093136423
@@ Property / OpenAlex ID: W2093136423 / rank @@
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+On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View
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+Stochastic mortality under measure changes
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+Point processes and queues. Martingale dynamics
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
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+Mortality Regimes and Pricing
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