Modeling Multicountry Longevity Risk With Mortality Dependence: A Lévy Subordinated Hierarchical Archimedean Copulas Approach

Author:

Zhu Wenjun,Tan Ken Seng,Wang Chou-Wen

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference35 articles.

1. The New Life Market;Blake;Journal of Risk and Insurance,2013

2. A Two-Factor Model for Stochastic Mortality With Parameter Uncertainty: Theory and Calibration;Cairns;Journal of Risk and Insurance,2006

3. A Quantitative Comparison of Stochastic Mortality Models Using Data From England and Wales and the United States;Cairns;North American Actuarial Journal,2009

4. Bayesian Stochastic Mortality Modelling for Two Populations;Cairns;ASTIN Bulletin,2011

5. The CBD Mortality Indexes: Modeling and Applications;Chan;North American Actuarial Journal,2014

Cited by 25 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Machine learning in long-term mortality forecasting;The Geneva Papers on Risk and Insurance - Issues and Practice;2024-04

2. Epidemic Financing Facilities: Pandemic Bonds and Endemic Swaps;North American Actuarial Journal;2023-12-18

3. Storm CAT Bond: Modeling and Valuation;North American Actuarial Journal;2023-10-06

4. On the Impact of Asymmetric Dependence in the Actuarial Pricing of Joint Life Insurance Policies;Sains Malaysiana;2021-11-30

5. The ARMA-APARCH-EVT Models Based on HAC in Dependence Modeling and Risk Assessment of a Financial Portfolio;European Journal of Pure and Applied Mathematics;2021-11-10

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3