Modelling mortality dependence: an application of dynamic vine copula (Q2038244)

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Modelling mortality dependence: an application of dynamic vine copula
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    Modelling mortality dependence: an application of dynamic vine copula (English)
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    6 July 2021
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    vine copula
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    time-varying dependence
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    mortality dependence
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    multi-population mortality modelling
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    longevity hedge
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