Modeling longevity risk with generalized dynamic factor models and vine-copulae

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Veröffentlicht in:International Actuarial Association. Actuarial Studies in Non-Life Insurance Astin bulletin
1. Verfasser: Chuliá, Helena (VerfasserIn)
Weitere Verfasser: Guillén, Montserrat (VerfasserIn), Uribe, Jorge (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2016
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