Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach (Q492638)
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scientific article; zbMATH DE number 6474316
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach |
scientific article; zbMATH DE number 6474316 |
Statements
Modeling multi-country mortality dependence and its application in pricing survivor index swaps -- a dynamic copula approach (English)
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20 August 2015
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dynamic copula
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non-Gaussian distributions
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mortality dependence
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survivor swaps
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stochastic mortality model
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