MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS (Q5379412): Difference between revisions

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Latest revision as of 07:57, 14 August 2024

scientific article; zbMATH DE number 7060627
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English
MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS
scientific article; zbMATH DE number 7060627

    Statements

    MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS (English)
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    29 May 2019
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    mortality dependence
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    R-vine copula
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    regime-switching
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    longevity risk
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    S-forward
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