Modeling multicountry longevity risk with mortality dependence a Lévy subordinated hierarchical archimedean copulas approach

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Veröffentlicht in:The journal of risk and insurance
1. Verfasser: Zhu, Wenjun (VerfasserIn)
Weitere Verfasser: Ken Seng Tan (VerfasserIn), Wang, Chou-Wen (VerfasserIn)
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Sprache:eng
Veröffentlicht: April 2017
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Sterblichkeit > Risikomanagement > Multivariate Verteilung > Mehrebenenanalyse > Kongressbeitrag > Aufsatz in Zeitschrift
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