Hierarchical mortality forecasting with EVT tails: An application to solvency capital requirement

Author:

Li HanORCID,Chen Hua

Publisher

Elsevier BV

Subject

Business and International Management

Reference49 articles.

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2. Association of mortality with high temperatures in a temperate climate: England and Wales;Armstrong;Journal of Epidemiology & Community Health,2011

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4. Residual life time at great age;Balkema;The Annals of Probability,1974

5. Modelling mortality risk with extreme value theory: The case of Swiss Re’s mortality-indexed bond;Beelders;Global Association of Risk Professionals,2004

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