A bidimensional approach to mortality risk

Author:

Biffis Enrico,Millossovich Pietro

Publisher

Springer Science and Business Media LLC

Subject

General Economics, Econometrics and Finance,Finance

Reference27 articles.

1. 1. Adler, R. (1981): The geometry of random fields. Wiley, Chichester

2. 2. Andreev, K. (1999): Demographic surfaces: estimation, assessment and presentation, with application to Danish mortality, 1835–1995. Ph.D. thesis. University of Southern Denmark, Odense

3. 3. Artzner, P., Delbaen, F. (1995): Default risk insurance and incomplete markets. Mathematical Finance 5, 187–195

4. 4. Biffis, E. (2004): Stochastic models for dynamic mortality. Actuarial applications. Ph.D. thesis. Department of Applied Mathematics, University of Trieste

5. 5. Biffis, E. (2005): Affine processes for dynamic mortality and actuarial valuations. Insurance: Mathematics & Economics 37, 443–468

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