Consistent dynamic affine mortality models for longevity risk applications (Q2445991): Difference between revisions
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Revision as of 01:12, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent dynamic affine mortality models for longevity risk applications |
scientific article |
Statements
Consistent dynamic affine mortality models for longevity risk applications (English)
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15 April 2014
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mortality model
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longevity risk
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multi-factor
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affine
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arbitrage-free
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consistent
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Kalman filter
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Swedish mortality
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