Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models (Q659219)

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Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models
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    Modeling longevity risks using a principal component approach: a comparison with existing stochastic mortality models (English)
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    10 February 2012
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    longevity risk
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    age
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    period
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    cohort model
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    Lee-Carter models
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    principal component analysis
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