Modelling mortality dependence: an application of dynamic vine copula
From MaRDI portal
Publication:2038244
DOI10.1016/j.insmatheco.2021.03.022zbMath1467.91155OpenAlexW3127282553MaRDI QIDQ2038244
Publication date: 6 July 2021
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2021.03.022
mortality dependencelongevity hedgetime-varying dependencemulti-population mortality modellingvine copula
Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Actuarial mathematics (91G05)
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