Modelling mortality dependence: an application of dynamic vine copula
type: Item
instance of: scholarly article
title: Modelling mortality dependence: an application of dynamic vine copula
zbMATH Open document ID: 1467.91155
author: Yanyan Li
published in: Insurance Mathematics \& Economics
publication date: 2021-07-06T00:00:00Z
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 7368195
zbMATH Keywords: vine copula
zbMATH Keywords: time-varying dependence
zbMATH Keywords: mortality dependence
zbMATH Keywords: multi-population mortality modelling
zbMATH Keywords: longevity hedge
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2021.03.022
OpenAlex ID: W3127282553
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DOI: 10.1016/J.INSMATHECO.2021.03.022
description: scientific article; zbMATH DE number 7368195