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Affine stochastic mortality

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Tag12Valor
LDR  00000nab a2200000 i 4500
001  MAP20071507740
003  MAP
005  20080418125632.0
007  hzrazu---bucu
008  060308n2006 gbr|||| | |00010|eng d
040  ‎$a‎MAP‎$b‎spa
084  ‎$a‎6
1001 ‎$0‎MAPA20080232573‎$a‎Schrager, David F.
24510‎$a‎Affine stochastic mortality‎$c‎David F. Schrager
5208 ‎$a‎This article proposes a new model for stochastic mortality. The model is based on the literature on affine term structure model. It satisfies three important requirements for application in practice: analytical tractibility, clear interpretation of the factors and compatibility with financial option pricing models
650 1‎$0‎MAPA20080555306‎$a‎Mortalidad
65011‎$0‎MAPA20080555016‎$a‎Longevidad
65001‎$0‎MAPA20080599300‎$a‎Tablas de mortalidad
65001‎$0‎MAPA20080602437‎$a‎Matemática del seguro
65001‎$0‎MAPA20080586447‎$a‎Modelo estocástico
7730 ‎$d‎Oxford: Elsevier Science‎$t‎Insurance Mathematics & Economics‎$g‎ nº 1 vol.38, 2006 ; p. 81-97