Pages that link to "Item:Q5379412"
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The following pages link to MODELLING MORTALITY DEPENDENCE WITH REGIME-SWITCHING COPULAS (Q5379412):
Displaying 6 items.
- Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach (Q492638) (← links)
- Multi-population mortality models: a factor copula approach (Q492648) (← links)
- Modelling mortality dependence: an application of dynamic vine copula (Q2038244) (← links)
- Longevity risk and capital markets: the 2019--20 update (Q2038265) (← links)
- How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond (Q2044366) (← links)
- (Q4998262) (← links)