Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models-Reference-Cited by-同舟云学术

Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models

Author:

Ungolo Francesco¹²³^ORCID,Garces Len Patrick Dominic M.²⁴^ORCID,Sherris Michael¹²^ORCID,Zhou Yuxin¹²^ORCID

Affiliation:

1. School of Risk and Actuarial Studies, University of New South Wales, Kensington, New South Wales, Australia

2. ARC Centre of Excellence in Population Ageing Research, University of New South Wales, Kensington, New South Wales, Australia

3. Technical University of Munich, München, Germany

4. School of Mathematical and Physical Sciences, University of Technology Sydney, Broadway, New South Wales, Australia

Funder

ERGO Center of Excellence in Insurance

Society of Actuaries Center of Actuarial Excellence Research

Retirement Product Innovation

Risk Management Strategies

Australian Research Council Discovery Grant

Australian Research Council Centre of Excellence in Population Ageing Research

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Link

Reference49 articles.

3. Björk, T. 2020. Arbitrage theory in continuous time. 4th ed. Oxford, UK: Oxford University Press.

5. Bucy, R., and P. Joseph. 1968. Filtering for stochastic processes with applications to guidance. New York, USA: Interscience Publishers.

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