Correlated age-specific mortality model: an application to annuity portfolio management

DOI10.1007/s13385-021-00269-yzbMath1482.91184OpenAlexW3135671680MaRDI QIDQ2066778

Chou-Wen Wang, Tzuling Lin, Cary Chi-Liang Tsai

Publication date: 14 January 2022

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-021-00269-y

zbMATH Keywords

copulamortality dependencestochastic mortality modelannuity portfolio

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Mathematical geography and demography (91D20) Actuarial mathematics (91G05)

Related Items (1)

Mortality modeling and regression with matrix distributions

Cites Work

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