Modeling longevity risk with generalized dynamic factor models and vine-copulae (Q4563765)
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scientific article; zbMATH DE number 6880324
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| English | Modeling longevity risk with generalized dynamic factor models and vine-copulae |
scientific article; zbMATH DE number 6880324 |
Statements
MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (English)
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4 June 2018
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longevity
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mortality forecasting
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factor models
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vine-copulae
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value-at-risk
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0.8681629300117493
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0.8206730484962463
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0.8135957717895508
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0.8060225248336792
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