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Estimation, Comparison, and Projection of Multifactor Age–Cohort Affine Mortality Models
North American Actuarial Journal Pub Date : 2023-10-13 , DOI: 10.1080/10920277.2023.2238793 Francesco Ungolo 1, 2, 3 , Len Patrick Dominic M. Garces 2, 4 , Michael Sherris 1, 2 , Yuxin Zhou 1, 2
North American Actuarial Journal Pub Date : 2023-10-13 , DOI: 10.1080/10920277.2023.2238793 Francesco Ungolo 1, 2, 3 , Len Patrick Dominic M. Garces 2, 4 , Michael Sherris 1, 2 , Yuxin Zhou 1, 2
Affiliation
Affine mortality models, developed in continuous time, are well suited to longevity risk applications including pricing and capital management. A major advantage of this mortality modeling approach...
中文翻译:
多因素年龄-队列仿射死亡率模型的估计、比较和预测
连续开发的仿射死亡率模型非常适合长寿风险应用,包括定价和资本管理。这种死亡率建模方法的主要优点......
更新日期:2023-10-13
中文翻译:
多因素年龄-队列仿射死亡率模型的估计、比较和预测
连续开发的仿射死亡率模型非常适合长寿风险应用,包括定价和资本管理。这种死亡率建模方法的主要优点......