Multi-Population Heat Wave Mortality Models for Longevity Risk Pricing and Hedging
Proposed #actuarial #models address concerns over #longevity #risk by incorporating stalling #mortality improvements and #heatwave...
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Rechercher
6 juin 2022
Multi-Population Mortality Modelling: A Bayesian Approach
"An efficient Bayesian Markov Chain Monte-Carlo method is developed to estimate the unknown parameters to address the computational...
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