首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Age-specific copula-AR-GARCH mortality models
Institution:1. Department of Finance, National Chung Cheng University, Minhsiung, 621, Taiwan;2. Risk and Insurance Research Center, National Chengchi University, Taipei, Taiwan;3. Department of Statistics and Actuarial Science, Simon Fraser University, Burnaby, BC V5A 1S6, Canada;1. Université de Lyon, Université Lyon 1, Institut Camille Jordan ICJ UMR 5208 CNRS, France;2. Université de Lyon, Université Lyon 1, Laboratoire SAF EA2429, France;1. School of Mathematical Sciences, Peking University, Beijing 100871, PR China;2. Key Laboratory of Mathematical Economics and Quantitative Finance, Peking University, Beijing 100871, PR China;1. Faculty of Finance, Bayes Business School (formerly Cass), City, University of London, UK;2. Freiburg Institute for Advanced Studies (FRIAS), University of Freiburg, Germany;3. Department of Mathematical Stochastics, University of Freiburg, Germany;4. CEREMADE, Paris-Dauphine University, PSL, France;1. Dipartimento di Statistica e Metodi Quantitativi, Università di Milano Bicocca, Via Bicocca degli Arcimboldi 8, 20126 Milano, Italy;2. Dipartimento di Studi per l''Economia e l''Impresa, Università del Piemonte Orientale, Via Perrone 18, 28100 Novara, Italy;1. Department of Statistics and Finance, University of Science and Technology of China, Hefei, Anhui 230026, China;2. Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, ON N2L 3G1, Canada
Abstract:
Keywords:Stochastic mortality model  AR-GARCH  Copula  Mortality dependence  Lee–Carter model
本文献已被 ScienceDirect 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号