Mortality dependence and longevity bond pricing a dynamic factor copula mortality model with the GAS structure

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Bibliographische Detailangaben
Veröffentlicht in:The journal of risk and insurance
1. Verfasser: Chen, Hua (VerfasserIn)
Weitere Verfasser: MacMinn, Richard D. (VerfasserIn), Sun, Tao (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: April 2017
Schlagworte:
2003-2010 > Sterblichkeit > Risikomanagement > Lebensversicherung > ARCH-Modell > USA > Großbritannien > Kongressbeitrag > Aufsatz in Zeitschrift
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