MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE
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Publication:4563765
DOI10.1017/asb.2015.21zbMath1390.91174OpenAlexW2427101339MaRDI QIDQ4563765
Helena Chuliá, Jorge M. Uribe, Montserrat Guillen
Publication date: 4 June 2018
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/40f10f515f3110d987a0a1729e28d360ddb68c2f
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Uses Software
Cites Work
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