Quadratic stochastic intensity and prospective mortality tables (Q938051)
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scientific article; zbMATH DE number 5312909
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| default for all languages | No label defined |
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| English | Quadratic stochastic intensity and prospective mortality tables |
scientific article; zbMATH DE number 5312909 |
Statements
Quadratic stochastic intensity and prospective mortality tables (English)
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18 August 2008
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mortality table
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life insurance
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longevity risk
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mortality linked securities (MLS)
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affine model
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quadratic model
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Kalman filter
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0.7810344696044922
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0.7735305428504944
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0.7681931257247925
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0.7659306526184082
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0.7632092237472534
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