Multi-population mortality models: a factor copula approach (Q492648)
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scientific article; zbMATH DE number 6474319
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| English | Multi-population mortality models: a factor copula approach |
scientific article; zbMATH DE number 6474319 |
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Multi-population mortality models: a factor copula approach (English)
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20 August 2015
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multi-population mortality model
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factor copulas
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maximum entropy principle
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mortality/longevity risk pricing
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mortality/longevity risk hedging
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0.89925313
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0.89119124
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0.88851154
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0.88361466
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