MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (Q4563765)
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scientific article; zbMATH DE number 6880324
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE |
scientific article; zbMATH DE number 6880324 |
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MODELING LONGEVITY RISK WITH GENERALIZED DYNAMIC FACTOR MODELS AND VINE-COPULAE (English)
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4 June 2018
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longevity
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mortality forecasting
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factor models
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vine-copulae
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value-at-risk
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