Stochastic differential equations death rates models: the Portuguese case
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Economics, Econometrics and Finance,Finance
Link
https://link.springer.com/content/pdf/10.1007/s10203-023-00414-0.pdf
Reference19 articles.
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2. Aro, H., Pennanen, T.: A user-friendly approach to stochastic mortality modelling. Eur. Actuar. J. 1(2), 151–167 (2011). https://doi.org/10.1007/s13385-011-0030-4
3. Biffis, E.: Affine processes for dynamic mortality and actuarial valuations. Insur. Math. Econ. 37(3), 443–468 (2005). https://doi.org/10.1016/j.insmatheco.2005.05.003
4. Black, F., Scholes, M.: The pricing of options and corporate liabilities. J. Polit. Econ. 81(3), 637–654 (1973)
5. Booth, H., Tickle, L.: Mortality modelling and forecasting: a review of methods. Ann. Actuarial Sci. 3(1–2), 3–43 (2008). https://doi.org/10.1017/S1748499500000440
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