Mortality surface by means of continuous time cohort models-Reference-Cited by-同舟云学术

Mortality surface by means of continuous time cohort models

Published:2013-07 Issue:1 Volume:53 Page:122-133
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Jevtić Petar,Luciano Elisa,Vigna Elena

Publisher

Elsevier BV

Subject

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

Reference21 articles.

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4. Blackburn, C., Sherris, M., 2012. Consistent dynamic affine mortality models for longevity risk applications. UNSW Australian School of Business Research Paper No. 2011ACTL08.

5. Interest Rate Models: Theory and Practice: with Smile, Inflation, and Credit;Brigo,2006

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