Age-specific copula-AR-GARCH mortality models (Q2347102): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.12.007 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2041306723 / rank | |||
Normal rank | |||
Revision as of 19:13, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Age-specific copula-AR-GARCH mortality models |
scientific article |
Statements
Age-specific copula-AR-GARCH mortality models (English)
0 references
26 May 2015
0 references
stochastic mortality model
0 references
AR-GARCH
0 references
copula
0 references
mortality dependence
0 references
Lee-Carter model
0 references
