Multi-Population Mortality Modelling with L evy Processes

Author:

Qin Chengwei,Jevtic Petar

Publisher

Elsevier BV

Reference25 articles.

1. Modelling mortality and pricing life annuities with L�vy processes;S S Ahmadi;Insurance: Mathematics and Economics,2015

2. Bayesian poisson log-bilinear models for mortality projections with multiple populations;K Antonio;European Actuarial Journal,2015

3. The fair valuation problem of guaranteed annuity options: The stochastic ortality environment case;L Ballotta;Insurance: Mathematics and Economics,2006

4. Affine processes for dynamic mortality and actuarial valuation;E Biffis;Insurance: Mathematics and Economics,2005

5. Modelling and management of mortality risk: a review;A J G Cairns;Scandinavian Actuarial Journal,2008

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