Modelling mortality dependence: an application of dynamic vine copula (Q2038244)
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scientific article; zbMATH DE number 7368195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling mortality dependence: an application of dynamic vine copula |
scientific article; zbMATH DE number 7368195 |
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Modelling mortality dependence: an application of dynamic vine copula (English)
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6 July 2021
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vine copula
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time-varying dependence
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mortality dependence
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multi-population mortality modelling
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longevity hedge
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