Multidimensional Lee-Carter model with switching mortality processes
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Publication:2427829
DOI10.1016/j.insmatheco.2011.11.003zbMath1235.91091OpenAlexW2093136423MaRDI QIDQ2427829
Publication date: 18 April 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2011.11.003
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Cites Work
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- Survival models in a dynamic context: a survey
- Point processes and queues. Martingale dynamics
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- AMERICAN OPTIONS WITH REGIME SWITCHING
- Modelling and management of mortality risk: a review
- Stochastic mortality under measure changes
- Mortality Regimes and Pricing
- On the Risk-Neutral Valuation of Life Insurance Contracts with Numerical Methods in View
- Pricing Death: Frameworks for the Valuation and Securitization of Mortality Risk
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Projecting Mortality Trends
- The Lee-Carter Method for Forecasting Mortality, with Various Extensions and Applications
- Handbook of stochastic methods for physics, chemistry and natural sciences.
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