Continuous-time multi-cohort mortality modelling with affine processes (Q5123186)
From MaRDI portal
scientific article; zbMATH DE number 7251975
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Continuous-time multi-cohort mortality modelling with affine processes |
scientific article; zbMATH DE number 7251975 |
Statements
Continuous-time multi-cohort mortality modelling with affine processes (English)
0 references
28 September 2020
0 references
multi-cohort mortality model
0 references
affine framework
0 references
common factors
0 references
cohort-specific factors
0 references
mortality projections
0 references
0 references
0 references
0 references
