MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS (Q5379412)
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scientific article; zbMATH DE number 7060627
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS |
scientific article; zbMATH DE number 7060627 |
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MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS (English)
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29 May 2019
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mortality dependence
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R-vine copula
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regime-switching
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longevity risk
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S-forward
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