Affine stochastic mortality

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<title>Affine stochastic mortality</title>
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<namePart>Schrager, David F.</namePart>
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<abstract>This 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</abstract>
<note type="statement of responsibility">David F. Schrager</note>
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<topic>Mortalidad</topic>
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<topic>Longevidad</topic>
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<topic>Tablas de mortalidad</topic>
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<topic>Matemática del seguro</topic>
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<topic>Modelo estocástico</topic>
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<title>Insurance Mathematics & Economics</title>
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<publisher>Oxford: Elsevier Science</publisher>
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<part>
<text> nº 1 vol.38, 2006 ; p. 81-97</text>
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