Calibrating affine stochastic mortality models using term assurance premiums (Q2276259)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibrating affine stochastic mortality models using term assurance premiums |
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Calibrating affine stochastic mortality models using term assurance premiums (English)
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1 August 2011
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affine stochastic models
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bootstrapping
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calibration
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stochastic force of mortality
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mortality risk
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term assurance
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Vasicek model
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Cox-Ingersoll-Ross model
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jump-extended Vasicek model
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