MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE
نویسندگان
چکیده
منابع مشابه
Modeling Longevity Risk with Generalized Dynamic Factor Models and Vine-copulae
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ژورنال
عنوان ژورنال: ASTIN Bulletin
سال: 2015
ISSN: 0515-0361,1783-1350
DOI: 10.1017/asb.2015.21