Modelling Mortality Using Multiple Stochastic Latent Factors
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References listed on IDEAS
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More about this item
KeywordsStochastic mortality intensity; Longevity risk; Affine-jump models.;
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AGE-2012-02-20 (Economics of Ageing)
- NEP-ALL-2012-02-20 (All new papers)
- NEP-HEA-2012-02-20 (Health Economics)
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