Prospective mortality tables: taking heterogeneity into account
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Publication:492640
DOI10.1016/j.insmatheco.2015.03.020zbMath1348.91184OpenAlexW794610739MaRDI QIDQ492640
Frédéric Planchet, Julien Tomas
Publication date: 20 August 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.03.020
heterogeneityCox modellife insurancerelational modelslocal likelihoodprospective mortality tablesingular values decomposition
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