Modeling the Forward Surface of Mortality
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Publication:4902229
DOI10.1137/100818261zbMath1255.91443OpenAlexW2069792539MaRDI QIDQ4902229
Rüdiger Kiesel, Fred Espen Benth, Daniel J. Bauer
Publication date: 25 January 2013
Published in: SIAM Journal on Financial Mathematics (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/b759e54160d8cd6cfc33fe5767144185abd1abef
stochastic mortalityfinite-dimensional realizationtranslation semigroupsMusiela parametrizationHJM framework
Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial applications of other theories (91G80) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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