Modeling and pricing longevity derivatives using Skellam distribution (Q2038258)
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scientific article; zbMATH DE number 7368202
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Modeling and pricing longevity derivatives using Skellam distribution |
scientific article; zbMATH DE number 7368202 |
Statements
Modeling and pricing longevity derivatives using Skellam distribution (English)
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6 July 2021
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mortality modeling
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Skellam distribution
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mortality forecasting
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longevity swaps
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heavy tail
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0.7556127905845642
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0.7389832139015198
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0.7306299209594727
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0.7200503349304199
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0.719893217086792
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